-61.9%
EL vs FGI
-70.4%
+8.4%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.5% | -4.6% | +2.9% |
| 7D | +0.8% | +0.5% | +0.3% | +0.8% |
| 30D | +19.8% | +65.4% | -45.6% | +17.9% |
| 3M | +25.7% | +23.5% | +2.2% | +24.1% |
| 6M | +5.4% | +60.5% | -55.1% | +2.5% |
| YTD | +0.2% | +30.0% | -29.8% | -2.2% |
| 1Y | +20.4% | +82.1% | -61.6% | +16.0% |
| 3Y | -32.1% | -4.4% | -27.7% | -33.4% |
| All | -61.9% | -70.4% | +8.4% | -61.9% |
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