+2.2%
XLU vs FGI
+17.8%
-15.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -25.2% | +25.7% | +0.6% |
| 7D | +2.1% | -14.4% | +16.5% | +2.1% |
| 30D | +5.6% | -11.8% | +17.3% | +5.6% |
| 3M | +0.7% | -46.2% | +47.0% | +0.8% |
| 6M | -0.1% | +5.2% | -5.2% | -0.2% |
| YTD | +5.3% | +10.5% | -5.2% | +5.2% |
| 1Y | +2.2% | +25.5% | -23.3% | +1.3% |
| All | +2.2% | +17.8% | -15.6% | +1.3% |
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