-7.9%
EW vs FGI
-70.3%
+62.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +6.8% | -11.6% | +18.3% | +6.9% |
| 30D | +16.6% | -3.3% | +19.9% | +16.6% |
| 3M | +13.3% | +65.6% | -52.3% | +11.9% |
| 6M | +21.6% | -2.8% | +24.4% | +20.8% |
| YTD | +18.3% | +30.1% | -11.9% | +16.1% |
| 1Y | +21.7% | +50.2% | -28.5% | +19.0% |
| 3Y | +50.3% | -0.4% | +50.8% | +46.3% |
| All | -7.9% | -70.3% | +62.4% | -7.8% |
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