+21.3%
USFR vs FGI
-74.8%
+96.1%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -25.2% | +25.2% | 0.0% |
| 7D | +0.1% | -14.4% | +14.5% | +0.1% |
| 30D | +0.4% | -11.8% | +12.1% | +0.4% |
| 3M | +1.1% | -46.2% | +47.3% | +1.1% |
| 6M | +2.0% | +5.2% | -3.1% | +2.0% |
| YTD | +3.5% | +10.5% | -7.1% | +3.5% |
| 1Y | +4.1% | +25.5% | -21.4% | +4.1% |
| 3Y | +14.4% | -16.0% | +30.4% | +14.3% |
| All | +21.3% | -74.8% | +96.1% | +21.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling