+92.6%
EFV vs FGI
-74.8%
+167.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -25.2% | +25.6% | +0.5% |
| 7D | +2.5% | -14.4% | +16.9% | +2.6% |
| 30D | +2.9% | -11.8% | +14.7% | +3.0% |
| 3M | -1.4% | -46.2% | +44.8% | -1.1% |
| 6M | +5.5% | +5.2% | +0.4% | +4.9% |
| YTD | +16.1% | +10.5% | +5.5% | +14.8% |
| 1Y | +20.3% | +25.5% | -5.2% | +18.7% |
| 3Y | +90.4% | -16.0% | +106.4% | +87.2% |
| All | +92.6% | -74.8% | +167.4% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling