+165.0%
EXEL vs FGI
-4.4%
+169.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.8% | -0.1% |
| 7D | +8.4% | +0.5% | +7.8% | +8.4% |
| 30D | +4.1% | +65.4% | -61.3% | +5.6% |
| 3M | +12.4% | +23.5% | -11.1% | +13.6% |
| 6M | +41.5% | +60.5% | -19.0% | +45.2% |
| YTD | +34.6% | +30.0% | +4.6% | +37.6% |
| 1Y | +57.9% | +82.1% | -24.2% | +65.5% |
| All | +165.0% | -4.4% | +169.4% | +180.8% |
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 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