-83.6%
FIG vs ACWI
+21.2%
-104.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.3% |
| 7D | +2.6% | +2.7% | -0.1% | +0.1% |
| 30D | -13.1% | -2.6% | -10.5% | -10.7% |
| 3M | -20.3% | -3.2% | -17.2% | -17.9% |
| 6M | -2.1% | +1.9% | -4.0% | -3.8% |
| YTD | -49.4% | +11.3% | -60.7% | -56.2% |
| 1Y | -57.0% | +11.7% | -68.7% | -63.0% |
| All | -83.6% | +21.2% | -104.9% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 5y: compounded portfolio wealth divided by compounded ACWI 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…
5y analysis · Full analysis span regression · 6 months rolling