+229.0%
NET vs FGI
-70.4%
+299.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.5% | -9.5% | -2.3% |
| 7D | -7.0% | +0.5% | -7.5% | -7.0% |
| 30D | -4.8% | +65.4% | -70.2% | -9.0% |
| 3M | +3.8% | +23.5% | -19.7% | +0.1% |
| 6M | +50.0% | +60.5% | -10.5% | +39.9% |
| YTD | +41.5% | +30.0% | +11.5% | +33.1% |
| 1Y | +32.8% | +82.1% | -49.2% | +18.5% |
| 3Y | +335.9% | -4.4% | +340.3% | +288.5% |
| All | +229.0% | -70.4% | +299.4% | +233.4% |
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