+37.0%
C vs FIG
-77.7%
+114.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.5% |
| 7D | -0.4% | -14.3% | +13.9% | 0.0% |
| 30D | -5.3% | -13.6% | +8.3% | -4.9% |
| 3M | -8.0% | -23.7% | +15.7% | -7.5% |
| 6M | -0.3% | -5.4% | +5.1% | -0.6% |
| YTD | +8.6% | -49.2% | +57.9% | +11.1% |
| 1Y | +25.8% | -57.4% | +83.2% | +29.1% |
| All | +37.0% | -77.7% | +114.7% | +42.9% |
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