+86.3%
XLI vs FGI
-70.4%
+156.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.5% | -7.1% | +0.3% |
| 7D | -1.1% | +0.5% | -1.6% | -1.1% |
| 30D | -5.9% | +65.4% | -71.3% | -6.9% |
| 3M | -0.3% | +23.5% | -23.8% | -1.1% |
| 6M | +0.1% | +60.5% | -60.4% | -1.7% |
| YTD | +13.6% | +30.0% | -16.4% | +11.7% |
| 1Y | +17.2% | +82.1% | -64.9% | +13.8% |
| 3Y | +68.2% | -4.4% | +72.6% | +64.8% |
| All | +86.3% | -70.4% | +156.6% | +85.8% |
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