+30.0%
NWSA vs FGI
-74.8%
+104.8%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -25.2% | +27.8% | +2.8% |
| 7D | +2.2% | -14.4% | +16.6% | +2.3% |
| 30D | -8.8% | -11.8% | +3.0% | -8.7% |
| 3M | -6.5% | -46.2% | +39.8% | -6.1% |
| 6M | +1.5% | +5.2% | -3.7% | +0.7% |
| YTD | +4.0% | +10.5% | -6.5% | +2.7% |
| 1Y | +3.4% | +25.5% | -22.1% | +1.8% |
| 3Y | +34.8% | -16.0% | +50.8% | +33.2% |
| All | +30.0% | -74.8% | +104.8% | +31.2% |
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 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