+97.9%
EFV vs FGI
-70.4%
+168.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.7% | -0.2% |
| 7D | +1.5% | +0.5% | +0.9% | +1.5% |
| 30D | +1.7% | +65.4% | -63.7% | +1.0% |
| 3M | +8.6% | +23.5% | -14.9% | +8.0% |
| 6M | +11.7% | +60.5% | -48.9% | +10.3% |
| YTD | +19.3% | +30.0% | -10.7% | +18.0% |
| 1Y | +30.2% | +82.1% | -51.9% | +27.7% |
| 3Y | +91.6% | -4.4% | +96.0% | +88.4% |
| All | +97.9% | -70.4% | +168.3% | +95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling