+65.4%
XLF vs FGI
-74.8%
+140.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -25.2% | +26.0% | +1.0% |
| 7D | +2.7% | -14.4% | +17.1% | +2.8% |
| 30D | +7.6% | -11.8% | +19.4% | +7.7% |
| 3M | +1.1% | -46.2% | +47.3% | +1.5% |
| 6M | +15.9% | +5.2% | +10.7% | +15.0% |
| YTD | +8.4% | +10.5% | -2.1% | +6.9% |
| 1Y | +12.5% | +25.5% | -13.0% | +10.5% |
| 3Y | +81.6% | -16.0% | +97.6% | +77.8% |
| All | +65.4% | -74.8% | +140.2% | +64.5% |
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