+2.4%
XLU vs FGI
+118.1%
-115.7%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.3% |
| 7D | -1.6% | +12.1% | -13.7% | -1.6% |
| 30D | -3.3% | +75.7% | -79.0% | -2.9% |
| 3M | -3.2% | +31.7% | -34.8% | -2.9% |
| 6M | -7.0% | +111.5% | -118.4% | -5.9% |
| YTD | +0.6% | +45.8% | -45.2% | +1.4% |
| 1Y | +2.4% | +112.5% | -110.1% | +5.2% |
| All | +2.4% | +118.1% | -115.7% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling