+72.7%
ESI vs FGI
-70.4%
+143.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.5% | -4.6% | +2.8% |
| 7D | +3.3% | +0.5% | +2.8% | +3.3% |
| 30D | -5.9% | +65.4% | -71.3% | -7.7% |
| 3M | -14.1% | +23.5% | -37.6% | -15.4% |
| 6M | +6.6% | +60.5% | -54.0% | +3.5% |
| YTD | +45.0% | +30.0% | +15.0% | +41.4% |
| 1Y | +41.5% | +82.1% | -40.6% | +36.5% |
| 3Y | +78.8% | -4.4% | +83.1% | +75.1% |
| All | +72.7% | -70.4% | +143.0% | +72.6% |
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