-18.6%
EFX vs FGI
-70.4%
+51.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +7.5% | -13.9% | -6.5% |
| 7D | -8.6% | +0.5% | -9.2% | -8.7% |
| 30D | +0.1% | +65.4% | -65.3% | -1.4% |
| 3M | +3.8% | +23.5% | -19.7% | +2.5% |
| 6M | -13.5% | +60.5% | -74.0% | -15.2% |
| YTD | -17.7% | +30.0% | -47.7% | -19.0% |
| 1Y | -25.6% | +82.1% | -107.6% | -27.7% |
| 3Y | -12.1% | -4.4% | -7.7% | -13.5% |
| All | -18.6% | -70.4% | +51.7% | -18.9% |
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 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