+19.2%
ESI vs FGI
+45.2%
-26.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -6.6% | -4.1% | -2.5% | -6.5% |
| 30D | -9.8% | -3.4% | -6.5% | -9.8% |
| 3M | -11.9% | +61.8% | -73.7% | -14.4% |
| 6M | -25.1% | +17.0% | -42.1% | -26.6% |
| YTD | +31.9% | +31.4% | +0.5% | +27.1% |
| 1Y | +19.2% | +42.7% | -23.5% | +13.1% |
| All | +19.2% | +45.2% | -26.0% | +13.1% |
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