+64.1%
XLC vs FGI
-69.8%
+133.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -0.5% |
| 7D | +0.6% | +5.2% | -4.6% | +0.5% |
| 30D | +0.2% | +65.2% | -65.0% | -1.1% |
| 3M | +0.6% | +30.2% | -29.5% | -0.5% |
| 6M | -4.5% | +87.8% | -92.3% | -6.7% |
| YTD | -4.7% | +32.5% | -37.2% | -6.5% |
| 1Y | -1.7% | +93.6% | -95.2% | -4.8% |
| 3Y | +72.3% | -2.6% | +74.9% | +68.1% |
| All | +64.1% | -69.8% | +133.9% | +64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling