-6.7%
EW vs FGI
-70.6%
+63.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | +11.0% | -7.0% | +18.0% | +11.1% |
| 30D | +19.1% | -4.2% | +23.3% | +19.1% |
| 3M | +14.4% | +55.6% | -41.2% | +13.0% |
| 6M | +22.8% | -3.2% | +25.9% | +21.9% |
| YTD | +19.8% | +29.1% | -9.3% | +17.6% |
| 1Y | +23.9% | +51.0% | -27.1% | +21.2% |
| 3Y | +52.2% | +1.5% | +50.7% | +47.9% |
| All | -6.7% | -70.6% | +63.8% | -6.5% |
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