-27.1%
XYZ vs FGI
-70.3%
+43.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | +9.2% | -11.6% | +20.8% | +9.7% |
| 30D | +9.8% | -3.3% | +13.1% | +9.8% |
| 3M | -0.2% | +65.6% | -65.8% | -4.7% |
| 6M | +18.0% | -2.8% | +20.7% | +14.4% |
| YTD | +29.1% | +30.1% | -1.0% | +21.2% |
| 1Y | +14.1% | +50.2% | -36.1% | +5.4% |
| 3Y | +72.6% | -0.4% | +73.1% | +54.4% |
| All | -27.1% | -70.3% | +43.2% | -25.3% |
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 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