+92.5%
V vs FGI
-70.4%
+162.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.5% | -8.5% | -1.0% |
| 7D | -1.7% | +0.5% | -2.3% | -1.7% |
| 30D | +2.0% | +65.4% | -63.4% | +1.0% |
| 3M | +17.4% | +23.5% | -6.1% | +16.5% |
| 6M | +17.5% | +60.5% | -43.0% | +15.7% |
| YTD | +7.6% | +30.0% | -22.4% | +6.2% |
| 1Y | +7.7% | +82.1% | -74.3% | +4.9% |
| 3Y | +54.7% | -4.4% | +59.0% | +52.0% |
| All | +92.5% | -70.4% | +162.9% | +94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling