+41.6%
FITB vs FGI
-70.6%
+112.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -1.5% | -7.0% | +5.4% | -1.5% |
| 30D | +5.8% | -4.2% | +10.1% | +5.9% |
| 3M | -6.1% | +55.6% | -61.7% | -7.4% |
| 6M | +5.9% | -3.2% | +9.1% | +5.0% |
| YTD | +16.1% | +29.1% | -13.0% | +13.8% |
| 1Y | +28.8% | +51.0% | -22.1% | +25.9% |
| 3Y | +126.0% | +1.5% | +124.5% | +120.8% |
| All | +41.6% | -70.6% | +112.2% | +40.1% |
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 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