+233.8%
EXEL vs FGI
+1.5%
+232.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.0% | +1.2% |
| 7D | +0.3% | -7.0% | +7.2% | +0.2% |
| 30D | +19.0% | -4.2% | +23.3% | +19.0% |
| 3M | +33.3% | +55.6% | -22.3% | +35.1% |
| 6M | +42.9% | -3.2% | +46.0% | +43.9% |
| YTD | +58.7% | +29.1% | +29.6% | +62.3% |
| 1Y | +70.5% | +51.0% | +19.5% | +76.0% |
| 3Y | +233.8% | +1.5% | +232.3% | +257.0% |
| All | +233.8% | +1.5% | +232.3% | +257.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling