-14.2%
EFX vs FGI
-66.3%
+52.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.0% | -0.9% |
| 7D | -3.6% | +13.5% | -17.1% | -3.8% |
| 30D | +25.3% | +17.1% | +8.2% | +25.0% |
| 3M | +3.8% | +78.0% | -74.2% | +2.0% |
| 6M | +12.7% | +46.4% | -33.7% | +10.8% |
| YTD | -13.1% | +47.7% | -60.9% | -14.8% |
| 1Y | -9.3% | +56.8% | -66.1% | -11.3% |
| 3Y | +3.5% | +12.3% | -8.7% | +1.6% |
| All | -14.2% | -66.3% | +52.2% | -14.7% |
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