+39.4%
XLB vs FGI
-70.0%
+109.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.2% |
| 7D | +0.5% | -4.1% | +4.6% | +0.5% |
| 30D | +6.9% | -3.4% | +10.3% | +6.9% |
| 3M | -0.2% | +61.8% | -61.9% | -1.1% |
| 6M | +3.3% | +17.0% | -13.7% | +2.5% |
| YTD | +18.0% | +31.4% | -13.4% | +16.3% |
| 1Y | +24.2% | +42.7% | -18.4% | +22.1% |
| 3Y | +44.7% | -0.1% | +44.8% | +42.1% |
| All | +39.4% | -70.0% | +109.4% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling