+64.9%
XLC vs FGI
0.0%
+64.9%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.4% |
| 7D | +7.1% | -1.4% | +8.5% | +7.1% |
| 30D | -2.7% | -3.2% | +0.5% | -2.7% |
| 3M | -3.2% | +64.1% | -67.3% | -3.9% |
| 6M | -7.7% | +17.2% | -24.8% | -8.3% |
| YTD | -8.0% | +31.6% | -39.5% | -8.9% |
| 1Y | -3.1% | +45.1% | -48.1% | -4.1% |
| 3Y | +64.9% | -2.0% | +66.9% | +66.5% |
| All | +64.9% | 0.0% | +64.9% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling