+50.5%
XLU vs FGI
-66.3%
+116.9%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.2% | 0.0% |
| 7D | +1.2% | +13.5% | -12.3% | +1.2% |
| 30D | +4.6% | +17.1% | -12.5% | +4.7% |
| 3M | +0.7% | +78.0% | -77.3% | +1.0% |
| 6M | -1.7% | +46.4% | -48.2% | -1.5% |
| YTD | +4.8% | +47.7% | -43.0% | +5.3% |
| 1Y | +0.2% | +56.8% | -56.6% | +0.8% |
| 3Y | +58.9% | +12.3% | +46.6% | +61.6% |
| All | +50.5% | -66.3% | +116.9% | +53.8% |
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 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