-57.4%
UUUU vs FGI
+17.8%
-75.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -25.2% | +23.8% | -1.0% |
| 7D | -1.1% | -14.4% | +13.4% | -0.9% |
| 30D | -21.0% | -11.8% | -9.2% | -20.9% |
| 3M | -54.8% | -46.2% | -8.6% | -54.5% |
| 6M | -67.3% | +5.2% | -72.5% | -67.9% |
| YTD | -54.7% | +10.5% | -65.2% | -57.9% |
| 1Y | -57.4% | +25.5% | -82.9% | -61.3% |
| All | -57.4% | +17.8% | -75.2% | -61.3% |
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 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