-21.1%
EFX vs FGI
-69.8%
+48.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.9% | -5.0% | -3.1% |
| 7D | -7.8% | +5.2% | -13.0% | -7.9% |
| 30D | -5.7% | +65.2% | -70.9% | -7.2% |
| 3M | +2.5% | +30.2% | -27.7% | +1.2% |
| 6M | -16.7% | +87.8% | -104.5% | -18.5% |
| YTD | -20.2% | +32.5% | -52.6% | -21.5% |
| 1Y | -31.4% | +93.6% | -125.0% | -33.4% |
| 3Y | -10.5% | -2.6% | -7.9% | -11.9% |
| All | -21.1% | -69.8% | +48.7% | -21.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling