+44.7%
FITB vs FGI
-70.0%
+114.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.5% | -4.1% | +4.6% | +0.5% |
| 30D | +7.0% | -3.4% | +10.4% | +7.0% |
| 3M | -4.4% | +61.8% | -66.1% | -5.7% |
| 6M | +11.6% | +17.0% | -5.5% | +10.3% |
| YTD | +18.6% | +31.4% | -12.8% | +16.3% |
| 1Y | +29.8% | +42.7% | -12.8% | +26.9% |
| 3Y | +140.7% | -0.1% | +140.8% | +135.7% |
| All | +44.7% | -70.0% | +114.7% | +43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling