-79.1%
FIG vs ALL
+34.9%
-114.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.0% | -3.9% |
| 7D | -16.3% | 0.0% | -16.3% | -16.3% |
| 30D | -14.3% | -1.5% | -12.8% | -14.1% |
| 3M | +7.2% | +23.6% | -16.5% | +1.2% |
| 6M | -18.6% | +22.3% | -41.0% | -23.2% |
| YTD | -35.5% | +26.5% | -62.0% | -39.6% |
| 1Y | -55.8% | +27.0% | -82.8% | -60.7% |
| All | -79.1% | +34.9% | -114.0% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling