+6.9%
UUUU vs FGI
-66.3%
+73.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.2% | -9.8% | -3.8% |
| 7D | +1.4% | +13.5% | -12.1% | +1.0% |
| 30D | -27.9% | +17.1% | -45.0% | -28.3% |
| 3M | -53.8% | +78.0% | -131.8% | -55.7% |
| 6M | -68.1% | +46.4% | -114.5% | -69.3% |
| YTD | -54.1% | +47.7% | -101.8% | -57.2% |
| 1Y | -57.8% | +56.8% | -114.6% | -61.0% |
| 3Y | -15.4% | +12.3% | -27.7% | -24.5% |
| All | +6.9% | -66.3% | +73.2% | +8.1% |
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