-56.8%
FIVN vs FGI
-16.0%
-40.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -25.2% | +22.1% | -2.3% |
| 7D | -2.8% | -14.4% | +11.6% | -2.4% |
| 30D | -17.4% | -11.8% | -5.6% | -17.2% |
| 3M | -19.2% | -46.2% | +27.1% | -17.8% |
| 6M | +29.4% | +5.2% | +24.2% | +26.0% |
| YTD | +36.3% | +10.5% | +25.7% | +32.7% |
| 1Y | +33.5% | +25.5% | +8.0% | +29.7% |
| 3Y | -56.8% | -16.0% | -40.8% | -56.1% |
| All | -56.8% | -16.0% | -40.8% | -56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling