-13.5%
EFX vs FGI
-70.0%
+56.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | +0.1% | -0.1% |
| 7D | +0.3% | -4.1% | +4.4% | +0.3% |
| 30D | +29.1% | -3.4% | +32.5% | +29.1% |
| 3M | +4.3% | +61.8% | -57.5% | +2.6% |
| 6M | +7.7% | +17.0% | -9.3% | +6.3% |
| YTD | -12.5% | +31.4% | -43.9% | -14.0% |
| 1Y | -8.8% | +42.7% | -51.5% | -10.7% |
| 3Y | +4.3% | -0.1% | +4.5% | +2.5% |
| All | -13.5% | -70.0% | +56.5% | -13.9% |
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