-11.8%
NI vs FGI
+60.7%
-72.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.5% | -8.2% | -0.7% |
| 7D | +2.0% | +0.5% | +1.5% | +2.0% |
| 30D | -3.5% | +65.4% | -68.9% | -3.7% |
| 3M | -9.1% | +23.5% | -32.6% | -9.4% |
| 6M | -11.8% | +60.5% | -72.4% | -12.6% |
| All | -11.8% | +60.7% | -72.6% | -12.6% |
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