+61.0%
XLC vs FGI
+1.5%
+59.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | +4.9% | -7.0% | +11.8% | +4.9% |
| 30D | -5.8% | -4.2% | -1.6% | -5.8% |
| 3M | -5.4% | +55.6% | -61.0% | -6.2% |
| 6M | -10.2% | -3.2% | -7.0% | -10.8% |
| YTD | -10.2% | +29.1% | -39.3% | -11.1% |
| 1Y | -5.6% | +51.0% | -56.6% | -6.6% |
| 3Y | +61.0% | +1.5% | +59.5% | +62.8% |
| All | +61.0% | +1.5% | +59.5% | +62.8% |
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