+33.6%
TER vs FGI
+45.2%
-11.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -8.9% | -4.1% | -4.8% | -8.8% |
| 30D | -39.1% | -3.4% | -35.7% | -39.0% |
| 3M | -32.8% | +61.8% | -94.5% | -35.4% |
| 6M | -31.7% | +17.0% | -48.8% | -33.8% |
| YTD | +26.9% | +31.4% | -4.5% | +18.6% |
| 1Y | +33.6% | +42.7% | -9.1% | +25.5% |
| All | +33.6% | +45.2% | -11.6% | +25.5% |
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