+19.1%
F vs FIG
-78.1%
+97.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.2% | -0.7% |
| 7D | +1.0% | -11.4% | +12.4% | +1.1% |
| 30D | +2.1% | -17.2% | +19.3% | +2.3% |
| 3M | -10.3% | -26.6% | +16.4% | -10.1% |
| 6M | +3.3% | -9.8% | +13.1% | +3.7% |
| YTD | -2.0% | -50.1% | +48.2% | -0.9% |
| 1Y | -2.3% | -58.1% | +55.8% | -1.3% |
| All | +19.1% | -78.1% | +97.2% | +18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling