-25.9%
XYZ vs FGI
-70.6%
+44.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.7% |
| 7D | +12.1% | -7.0% | +19.1% | +12.4% |
| 30D | +12.4% | -4.2% | +16.6% | +12.4% |
| 3M | +8.2% | +55.6% | -47.4% | +3.5% |
| 6M | +20.7% | -3.2% | +23.8% | +17.1% |
| YTD | +31.3% | +29.1% | +2.2% | +23.3% |
| 1Y | +20.5% | +51.0% | -30.5% | +11.3% |
| 3Y | +72.6% | +1.5% | +71.1% | +53.6% |
| All | -25.9% | -70.6% | +44.7% | -24.0% |
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