-83.2%
FIG vs ALL
+39.1%
-122.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.7% |
| 7D | +3.4% | +5.0% | -1.6% | +1.5% |
| 30D | -9.5% | +13.3% | -22.8% | -13.7% |
| 3M | -26.2% | +3.2% | -29.4% | -27.2% |
| 6M | +2.7% | +25.3% | -22.7% | -3.5% |
| YTD | -48.0% | +30.5% | -78.4% | -51.9% |
| 1Y | -52.0% | +29.2% | -81.2% | -55.7% |
| All | -83.2% | +39.1% | -122.3% | -84.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling