+60.7%
TER vs FGI
-70.6%
+131.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.6% |
| 7D | -20.5% | -7.0% | -13.5% | -20.3% |
| 30D | -47.0% | -4.2% | -42.8% | -47.0% |
| 3M | -43.3% | +55.6% | -98.9% | -45.4% |
| 6M | -42.9% | -3.2% | -39.7% | -44.3% |
| YTD | +12.9% | +29.1% | -16.3% | +7.1% |
| 1Y | +18.2% | +51.0% | -32.8% | +11.0% |
| 3Y | +151.8% | +1.5% | +150.3% | +131.8% |
| All | +60.7% | -70.6% | +131.3% | +62.3% |
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