-23.6%
EXE vs FGI
+50.2%
-73.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.9% | -5.1% | +0.9% |
| 7D | +1.5% | +6.9% | -5.4% | +1.6% |
| 30D | -0.2% | +3.9% | -4.1% | -0.1% |
| 3M | -9.2% | +74.3% | -83.5% | -7.8% |
| 6M | -7.2% | +28.9% | -36.2% | -5.9% |
| YTD | -18.3% | +39.1% | -57.4% | -15.9% |
| 1Y | -23.6% | +49.3% | -73.0% | -23.2% |
| All | -23.6% | +50.2% | -73.8% | -23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling