+64.7%
XLC vs FGI
-16.0%
+80.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -25.2% | +26.2% | +1.2% |
| 7D | +3.7% | -14.4% | +18.1% | +3.8% |
| 30D | -1.9% | -11.8% | +9.8% | -1.9% |
| 3M | -3.1% | -46.2% | +43.1% | -2.8% |
| 6M | -6.4% | +5.2% | -11.5% | -7.0% |
| YTD | -6.8% | +10.5% | -17.4% | -7.7% |
| 1Y | -1.7% | +25.5% | -27.2% | -2.7% |
| 3Y | +64.7% | -16.0% | +80.7% | +66.3% |
| All | +64.7% | -16.0% | +80.7% | +66.3% |
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