+79.8%
XLI vs FGI
-74.8%
+154.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -25.2% | +24.8% | -0.2% |
| 7D | +3.8% | -14.4% | +18.2% | +3.9% |
| 30D | +1.0% | -11.8% | +12.8% | +1.1% |
| 3M | -8.9% | -46.2% | +37.3% | -8.5% |
| 6M | -2.3% | +5.2% | -7.5% | -3.1% |
| YTD | +9.7% | +10.5% | -0.9% | +7.9% |
| 1Y | +12.3% | +25.5% | -13.2% | +10.1% |
| 3Y | +71.5% | -16.0% | +87.5% | +67.9% |
| All | +79.8% | -74.8% | +154.6% | +79.6% |
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