-83.9%
FIG vs A
+54.0%
-137.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -3.5% |
| 7D | -11.4% | +1.4% | -12.8% | -11.6% |
| 30D | -17.2% | +4.3% | -21.5% | -18.2% |
| 3M | -26.6% | +19.8% | -46.4% | -30.9% |
| 6M | -9.8% | +54.4% | -64.2% | -23.3% |
| YTD | -50.1% | +31.7% | -81.9% | -55.2% |
| 1Y | -58.1% | +22.4% | -80.5% | -61.6% |
| All | -83.9% | +54.0% | -137.9% | -85.1% |
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