-80.3%
FIG vs ALL
+31.7%
-112.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.4% | -3.3% | -4.8% |
| 7D | -16.4% | -1.7% | -14.7% | -15.8% |
| 30D | -2.3% | -4.7% | +2.4% | -0.6% |
| 3M | +7.8% | +18.4% | -10.5% | +3.2% |
| 6M | -21.8% | +20.5% | -42.4% | -25.6% |
| YTD | -39.1% | +23.5% | -62.7% | -42.5% |
| 1Y | -56.6% | +29.0% | -85.6% | -59.5% |
| All | -80.3% | +31.7% | -112.0% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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