-56.6%
FIG vs ALL
+28.5%
-85.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.4% | -3.3% | -4.5% |
| 7D | -16.4% | -1.7% | -14.7% | -15.6% |
| 30D | -2.3% | -4.7% | +2.4% | -0.1% |
| 3M | +7.8% | +18.4% | -10.5% | +0.9% |
| 6M | -21.8% | +20.5% | -42.4% | -27.5% |
| YTD | -39.1% | +23.5% | -62.7% | -44.3% |
| 1Y | -56.6% | +29.0% | -85.6% | -61.0% |
| All | -56.6% | +28.5% | -85.2% | -61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling