+85.3%
XLI vs FGI
-69.8%
+155.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.5% |
| 7D | +1.0% | +5.2% | -4.2% | +0.9% |
| 30D | -5.8% | +65.2% | -71.0% | -6.8% |
| 3M | +0.7% | +30.2% | -29.5% | -0.2% |
| 6M | +3.2% | +87.8% | -84.6% | +1.0% |
| YTD | +13.0% | +32.5% | -19.4% | +11.2% |
| 1Y | +16.8% | +93.6% | -76.8% | +13.3% |
| 3Y | +72.4% | -2.6% | +75.0% | +68.9% |
| All | +85.3% | -69.8% | +155.1% | +84.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling