+3.7%
F vs FIG
-52.3%
+55.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.2% | -2.3% | +2.8% |
| 7D | +6.0% | -4.7% | +10.7% | +6.1% |
| 30D | +4.3% | +0.5% | +3.7% | +4.2% |
| 3M | -10.1% | -18.4% | +8.3% | -10.0% |
| 6M | +12.8% | +10.9% | +1.9% | +13.1% |
| YTD | -0.1% | -40.8% | +40.7% | +5.8% |
| 1Y | +3.7% | -51.7% | +55.4% | +14.3% |
| All | +3.7% | -52.3% | +55.9% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling