+82.8%
EXE vs FGI
-70.4%
+153.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.5% | -8.7% | -1.2% |
| 7D | -0.3% | +0.5% | -0.8% | -0.3% |
| 30D | +8.5% | +65.4% | -56.9% | +7.1% |
| 3M | +5.5% | +23.5% | -18.0% | +4.6% |
| 6M | -5.9% | +60.5% | -66.4% | -8.4% |
| YTD | -9.7% | +30.0% | -39.7% | -11.7% |
| 1Y | +3.6% | +82.1% | -78.5% | -1.9% |
| 3Y | +18.0% | -4.4% | +22.4% | +12.0% |
| All | +82.8% | -70.4% | +153.2% | +74.1% |
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