+65.5%
EXE vs FGI
-68.3%
+133.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.9% | -5.1% | +0.7% |
| 7D | +1.5% | +6.9% | -5.4% | +1.4% |
| 30D | -0.2% | +3.9% | -4.1% | -0.3% |
| 3M | -9.2% | +74.3% | -83.5% | -10.4% |
| 6M | -7.2% | +28.9% | -36.2% | -8.2% |
| YTD | -18.3% | +39.1% | -57.4% | -20.2% |
| 1Y | -23.6% | +49.3% | -73.0% | -26.0% |
| 3Y | +21.9% | +5.7% | +16.2% | +15.5% |
| All | +65.5% | -68.3% | +133.8% | +57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling