+287.6%
EXEL vs FGI
-70.0%
+357.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.4% | -4.1% | +1.7% | -2.4% |
| 30D | +17.9% | -3.4% | +21.3% | +17.9% |
| 3M | +33.3% | +61.8% | -28.5% | +34.0% |
| 6M | +46.6% | +17.0% | +29.5% | +47.1% |
| YTD | +61.0% | +31.4% | +29.6% | +62.3% |
| 1Y | +70.4% | +42.7% | +27.8% | +72.4% |
| 3Y | +236.1% | -0.1% | +236.2% | +245.6% |
| All | +287.6% | -70.0% | +357.6% | +310.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling