+224.1%
EXEL vs FGI
-70.4%
+294.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.8% | -0.2% |
| 7D | +8.4% | +0.5% | +7.8% | +8.4% |
| 30D | +4.1% | +65.4% | -61.3% | +4.6% |
| 3M | +12.4% | +23.5% | -11.1% | +12.8% |
| 6M | +41.5% | +60.5% | -19.0% | +42.8% |
| YTD | +34.6% | +30.0% | +4.6% | +35.7% |
| 1Y | +57.9% | +82.1% | -24.2% | +60.0% |
| 3Y | +159.5% | -4.4% | +163.9% | +167.0% |
| All | +224.1% | -70.4% | +294.4% | +243.0% |
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 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