+20.0%
F vs FIG
-77.2%
+97.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | +0.6% |
| 7D | -0.6% | -12.6% | +12.0% | -0.5% |
| 30D | +2.9% | -13.8% | +16.7% | +3.0% |
| 3M | -9.5% | -16.7% | +7.2% | -9.4% |
| 6M | +4.0% | -6.1% | +10.1% | +4.4% |
| YTD | -1.3% | -48.1% | +46.8% | -0.2% |
| 1Y | -1.9% | -56.2% | +54.2% | -1.0% |
| All | +20.0% | -77.2% | +97.1% | +19.2% |
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