+18.9%
NET vs FGI
-9.3%
+28.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.0% | +2.4% | -2.3% |
| 7D | -16.4% | +3.3% | -19.7% | -16.5% |
| 30D | -25.8% | -2.0% | -23.8% | -25.8% |
| 3M | -11.5% | +60.3% | -71.8% | -15.0% |
| 6M | +18.9% | +0.7% | +18.2% | +22.7% |
| All | +18.9% | -9.3% | +28.2% | +22.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling