+83.8%
TER vs FGI
-74.8%
+158.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -25.2% | +19.8% | -4.6% |
| 7D | +14.4% | -14.4% | +28.8% | +14.9% |
| 30D | -30.6% | -11.8% | -18.8% | -30.4% |
| 3M | -39.2% | -46.2% | +7.1% | -38.2% |
| 6M | -31.3% | +5.2% | -36.4% | -33.2% |
| YTD | +29.1% | +10.5% | +18.6% | +23.0% |
| 1Y | +47.4% | +25.5% | +21.9% | +39.3% |
| 3Y | +191.2% | -16.0% | +207.2% | +170.6% |
| All | +83.8% | -74.8% | +158.6% | +86.5% |
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 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