+43.2%
TER vs FGI
+38.7%
+4.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -5.0% | -1.8% | -6.7% |
| 7D | -19.9% | +3.3% | -23.2% | -20.0% |
| 30D | -43.5% | -2.0% | -41.5% | -43.5% |
| 3M | -37.8% | +60.3% | -98.0% | -40.2% |
| 6M | -25.6% | +0.7% | -26.3% | -27.3% |
| YTD | +29.8% | +30.2% | -0.4% | +21.7% |
| 1Y | +43.2% | +44.4% | -1.2% | +36.5% |
| All | +43.2% | +38.7% | +4.5% | +36.5% |
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