-23.1%
EXE vs FGI
+17.8%
-40.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -25.2% | +26.0% | +0.5% |
| 7D | +5.3% | -14.4% | +19.7% | +5.2% |
| 30D | -2.2% | -11.8% | +9.6% | -2.3% |
| 3M | -5.9% | -46.2% | +40.4% | -6.4% |
| 6M | -5.7% | +5.2% | -10.9% | -4.6% |
| YTD | -17.8% | +10.5% | -28.4% | -15.6% |
| 1Y | -23.1% | +25.5% | -48.6% | -22.8% |
| All | -23.1% | +17.8% | -40.9% | -22.8% |
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 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