+45.2%
FITB vs FGI
-68.3%
+113.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.9% | -5.5% | +0.3% |
| 7D | -0.6% | +6.9% | -7.5% | -0.7% |
| 30D | +7.0% | +3.9% | +3.1% | +7.0% |
| 3M | -4.8% | +74.3% | -79.1% | -6.2% |
| 6M | +13.5% | +28.9% | -15.4% | +12.1% |
| YTD | +19.1% | +39.1% | -20.0% | +16.6% |
| 1Y | +30.8% | +49.3% | -18.6% | +27.7% |
| 3Y | +141.6% | +5.7% | +135.9% | +136.4% |
| All | +45.2% | -68.3% | +113.5% | +43.5% |
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