+20.9%
XLB vs FGI
+51.2%
-30.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.2% | -7.5% | -1.3% |
| 7D | 0.0% | +13.5% | -13.5% | 0.0% |
| 30D | +5.3% | +17.1% | -11.8% | +5.2% |
| 3M | 0.0% | +78.0% | -78.0% | -0.5% |
| 6M | +1.2% | +46.4% | -45.2% | +0.7% |
| YTD | +16.9% | +47.7% | -30.8% | +15.7% |
| 1Y | +20.9% | +56.8% | -35.9% | +18.1% |
| All | +20.9% | +51.2% | -30.3% | +18.1% |
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 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