+32.9%
XLV vs FGI
+38.7%
-5.8%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.0% | +8.1% | +3.1% |
| 7D | +5.5% | +3.3% | +2.2% | +5.5% |
| 30D | +13.3% | -2.0% | +15.4% | +13.3% |
| 3M | +17.4% | +60.3% | -42.8% | +17.3% |
| 6M | +32.1% | +0.7% | +31.4% | +32.1% |
| YTD | +24.0% | +30.2% | -6.1% | +23.5% |
| 1Y | +32.9% | +44.4% | -11.5% | +29.6% |
| All | +32.9% | +38.7% | -5.8% | +29.6% |
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