+31.3%
C vs FIG
-77.9%
+109.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.4% |
| 7D | -2.4% | -13.1% | +10.7% | -2.0% |
| 30D | -6.0% | -13.0% | +7.0% | -5.6% |
| 3M | -10.5% | -21.5% | +11.0% | -10.1% |
| 6M | -5.7% | -2.5% | -3.2% | -6.2% |
| YTD | +4.1% | -49.7% | +53.8% | +6.5% |
| 1Y | +20.5% | -59.1% | +79.6% | +23.8% |
| All | +31.3% | -77.9% | +109.2% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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