+40.1%
F vs FIG
-71.6%
+111.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.4% | +5.8% | +1.5% |
| 7D | +5.3% | -16.3% | +21.6% | +5.3% |
| 30D | +4.6% | -14.3% | +18.9% | +4.6% |
| 3M | -3.7% | +7.2% | -10.8% | -3.5% |
| 6M | +16.8% | -18.6% | +35.4% | +17.9% |
| YTD | +15.3% | -35.5% | +50.8% | +16.4% |
| 1Y | +31.0% | -55.8% | +86.8% | +31.8% |
| All | +40.1% | -71.6% | +111.7% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling