+4.8%
EFX vs FGI
-16.0%
+20.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -25.2% | +25.9% | +1.0% |
| 7D | -0.8% | -14.4% | +13.6% | -0.7% |
| 30D | +25.1% | -11.8% | +36.9% | +25.2% |
| 3M | +1.7% | -46.2% | +47.9% | +2.3% |
| 6M | +18.4% | +5.2% | +13.2% | +17.0% |
| YTD | -12.5% | +10.5% | -23.0% | -13.6% |
| 1Y | -8.1% | +25.5% | -33.6% | -9.5% |
| 3Y | +4.8% | -16.0% | +20.8% | +8.3% |
| All | +4.8% | -16.0% | +20.8% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling