+50.3%
ESI vs FGI
-70.6%
+120.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +1.9% |
| 7D | -8.5% | -7.0% | -1.6% | -8.4% |
| 30D | -15.7% | -4.2% | -11.4% | -15.6% |
| 3M | -18.2% | +55.6% | -73.8% | -19.8% |
| 6M | -28.8% | -3.2% | -25.7% | -29.8% |
| YTD | +26.3% | +29.1% | -2.9% | +22.9% |
| 1Y | +18.2% | +51.0% | -32.7% | +14.8% |
| 3Y | +68.1% | +1.5% | +66.6% | +63.8% |
| All | +50.3% | -70.6% | +120.9% | +50.1% |
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 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