+80.0%
FDX vs FGI
-70.4%
+150.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.5% | -8.1% | -0.7% |
| 7D | -2.5% | +0.5% | -3.1% | -2.5% |
| 30D | +3.8% | +65.4% | -61.6% | +1.8% |
| 3M | -1.3% | +23.5% | -24.8% | -2.9% |
| 6M | +5.0% | +60.5% | -55.5% | +2.3% |
| YTD | +39.6% | +30.0% | +9.6% | +36.3% |
| 1Y | +81.1% | +82.1% | -0.9% | +74.9% |
| 3Y | +63.0% | -4.4% | +67.4% | +59.2% |
| All | +80.0% | -70.4% | +150.3% | +77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling