+63.2%
XLF vs FGI
-70.4%
+133.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.5% | -8.3% | -0.9% |
| 7D | 0.0% | +0.5% | -0.5% | 0.0% |
| 30D | +0.2% | +65.4% | -65.2% | -0.8% |
| 3M | +11.7% | +23.5% | -11.8% | +10.8% |
| 6M | +13.8% | +60.5% | -46.7% | +11.9% |
| YTD | +7.0% | +30.0% | -23.0% | +5.4% |
| 1Y | +9.1% | +82.1% | -72.9% | +6.2% |
| 3Y | +75.6% | -4.4% | +80.0% | +72.1% |
| All | +63.2% | -70.4% | +133.6% | +62.2% |
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