+27.7%
V vs FGI
+17.8%
+9.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -25.2% | +26.5% | +1.4% |
| 7D | +0.9% | -14.4% | +15.3% | +0.9% |
| 30D | +9.0% | -11.8% | +20.7% | +9.0% |
| 3M | +16.7% | -46.2% | +63.0% | +16.9% |
| 6M | +33.4% | +5.2% | +28.2% | +32.7% |
| YTD | +22.4% | +10.5% | +11.8% | +22.3% |
| 1Y | +27.7% | +25.5% | +2.2% | +27.2% |
| All | +27.7% | +17.8% | +9.9% | +27.2% |
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