-80.9%
FIG vs A
+25.2%
-106.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.8% | -2.8% |
| 7D | -14.5% | -4.4% | -10.1% | -13.1% |
| 30D | -13.3% | -2.7% | -10.6% | -12.3% |
| 3M | +7.4% | +7.0% | +0.4% | +5.3% |
| 6M | -27.8% | +24.6% | -52.4% | -33.9% |
| YTD | -41.1% | +7.0% | -48.1% | -43.1% |
| 1Y | -58.7% | +15.6% | -74.3% | -59.6% |
| All | -80.9% | +25.2% | -106.1% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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