+278.9%
EXEL vs FGI
-74.8%
+353.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -25.2% | +24.0% | -1.3% |
| 7D | -0.8% | -14.4% | +13.6% | -0.9% |
| 30D | +13.1% | -11.8% | +24.9% | +13.1% |
| 3M | +36.3% | -46.2% | +82.6% | +36.0% |
| 6M | +34.5% | +5.2% | +29.4% | +35.0% |
| YTD | +57.4% | +10.5% | +46.9% | +58.6% |
| 1Y | +62.9% | +25.5% | +37.4% | +64.8% |
| 3Y | +229.5% | -16.0% | +245.5% | +238.7% |
| All | +278.9% | -74.8% | +353.7% | +301.0% |
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