+6.9%
NI vs FGI
+93.1%
-86.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.2% |
| 7D | +2.3% | +5.2% | -2.9% | +2.3% |
| 30D | -1.7% | +65.2% | -66.9% | -1.2% |
| 3M | -8.0% | +30.2% | -38.2% | -7.7% |
| 6M | -8.6% | +87.8% | -96.5% | -7.5% |
| YTD | +2.3% | +32.5% | -30.1% | +3.2% |
| 1Y | +6.9% | +93.6% | -86.6% | +11.2% |
| All | +6.9% | +93.1% | -86.2% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling