+39.7%
XLY vs FGI
-66.3%
+106.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -0.5% |
| 7D | +2.4% | +13.5% | -11.1% | +2.2% |
| 30D | +7.2% | +17.1% | -9.9% | +6.9% |
| 3M | +2.4% | +78.0% | -75.6% | +0.5% |
| 6M | +2.3% | +46.4% | -44.2% | +0.5% |
| YTD | +1.5% | +47.7% | -46.2% | -1.3% |
| 1Y | +2.1% | +56.8% | -54.7% | -1.2% |
| 3Y | +53.0% | +12.3% | +40.8% | +47.0% |
| All | +39.7% | -66.3% | +106.1% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling