+24.9%
ESI vs FGI
+38.7%
-13.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.0% | +0.3% | -4.5% |
| 7D | -6.6% | +3.3% | -9.9% | -6.7% |
| 30D | -10.9% | -2.0% | -8.9% | -10.9% |
| 3M | -13.8% | +60.3% | -74.1% | -16.3% |
| 6M | -21.5% | +0.7% | -22.3% | -22.7% |
| YTD | +34.7% | +30.2% | +4.5% | +29.7% |
| 1Y | +24.9% | +44.4% | -19.5% | +14.7% |
| All | +24.9% | +38.7% | -13.8% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling