-83.7%
FIG vs ALL
+32.4%
-116.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.5% | +6.5% | +3.7% |
| 7D | -13.1% | -1.9% | -11.2% | -12.4% |
| 30D | -13.0% | +13.8% | -26.8% | -17.3% |
| 3M | -21.5% | -7.0% | -14.5% | -19.5% |
| 6M | -2.5% | +18.0% | -20.5% | -6.5% |
| YTD | -49.7% | +24.2% | -73.9% | -52.6% |
| 1Y | -59.1% | +31.2% | -90.3% | -61.5% |
| All | -83.7% | +32.4% | -116.2% | -85.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling