-83.6%
FIG vs A
+53.2%
-136.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | -14.3% | -0.1% | -14.2% | -14.1% |
| 30D | -13.6% | +3.3% | -16.9% | -14.3% |
| 3M | -23.7% | +18.5% | -42.3% | -28.0% |
| 6M | -5.4% | +59.3% | -64.7% | -20.5% |
| YTD | -49.2% | +31.0% | -80.3% | -54.3% |
| 1Y | -57.4% | +19.3% | -76.7% | -60.7% |
| All | -83.6% | +53.2% | -136.8% | -84.8% |
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