-60.6%
EL vs FGI
-70.3%
+9.8%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | -1.1% | -11.6% | +10.5% | -0.9% |
| 30D | +15.3% | -3.3% | +18.6% | +15.3% |
| 3M | +24.2% | +65.6% | -41.4% | +22.1% |
| 6M | +30.9% | -2.8% | +33.7% | +29.6% |
| YTD | +3.9% | +30.1% | -26.3% | +1.3% |
| 1Y | +19.9% | +50.2% | -30.3% | +16.4% |
| 3Y | +2.5% | -0.4% | +2.9% | +0.4% |
| All | -60.6% | -70.3% | +9.8% | -60.6% |
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