+30.9%
EXC vs FGI
-70.4%
+101.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.5% | -8.6% | -1.0% |
| 7D | +0.3% | +0.5% | -0.3% | +0.3% |
| 30D | -3.7% | +65.4% | -69.1% | -3.4% |
| 3M | -1.3% | +23.5% | -24.8% | -1.1% |
| 6M | -9.7% | +60.5% | -70.2% | -9.0% |
| YTD | +2.9% | +30.0% | -27.1% | +3.6% |
| 1Y | +4.4% | +82.1% | -77.7% | +5.8% |
| 3Y | +22.2% | -4.4% | +26.6% | +24.5% |
| All | +30.9% | -70.4% | +101.2% | +32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling