-34.4%
XE vs FGI
-2.1%
-32.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.9% | +6.2% | +8.0% |
| 7D | +4.0% | +5.2% | -1.1% | +3.8% |
| 30D | -15.5% | +65.2% | -80.7% | -18.3% |
| 3M | -14.6% | +30.2% | -44.8% | -22.0% |
| All | -34.4% | -2.1% | -32.3% | -44.2% |
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 · Available span rolling