-80.3%
FIG vs A
+27.0%
-107.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.7% | -3.0% | -4.8% |
| 7D | -16.4% | -2.1% | -14.3% | -15.7% |
| 30D | -2.3% | +0.6% | -2.9% | -2.2% |
| 3M | +7.8% | +10.9% | -3.1% | +4.2% |
| 6M | -21.8% | +28.2% | -50.0% | -29.2% |
| YTD | -39.1% | +8.6% | -47.7% | -41.5% |
| 1Y | -56.6% | +15.5% | -72.2% | -58.1% |
| All | -80.3% | +27.0% | -107.3% | -80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling