-59.7%
EL vs FGI
-70.6%
+10.9%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.2% |
| 7D | +0.8% | -7.0% | +7.7% | +0.8% |
| 30D | +16.5% | -4.2% | +20.8% | +16.5% |
| 3M | +29.2% | +55.6% | -26.4% | +27.1% |
| 6M | +27.9% | -3.2% | +31.1% | +26.7% |
| YTD | +6.2% | +29.1% | -22.9% | +3.6% |
| 1Y | +27.2% | +51.0% | -23.8% | +23.5% |
| 3Y | +3.2% | +1.5% | +1.7% | +0.9% |
| All | -59.7% | -70.6% | +10.9% | -59.7% |
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