+0.2%
XLU vs FGI
+51.2%
-50.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.6% |
| 3M | +0.7% | +78.0% | -77.3% | +0.5% |
| 6M | -1.7% | +46.4% | -48.2% | -1.9% |
| YTD | +4.8% | +47.7% | -43.0% | +4.6% |
| 1Y | +0.2% | +56.8% | -56.6% | -1.0% |
| All | +0.2% | +51.2% | -50.9% | -1.0% |
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