+33.0%
XLY vs FGI
-1.2%
+34.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.7% | -1.4% |
| 7D | -2.1% | +14.7% | -16.8% | -2.2% |
| 30D | -6.0% | +67.0% | -73.0% | -6.8% |
| 3M | -2.7% | +31.0% | -33.8% | -3.4% |
| 6M | -1.5% | +126.8% | -128.3% | -2.9% |
| YTD | -5.4% | +35.6% | -41.1% | -6.5% |
| 1Y | -3.8% | +108.9% | -112.7% | -5.0% |
| All | +33.0% | -1.2% | +34.2% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling