-83.2%
FIG vs CAPR
+21.6%
-104.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.4% | -6.3% | +3.1% |
| 7D | -12.6% | +36.0% | -48.7% | -12.8% |
| 30D | -13.8% | +25.8% | -39.6% | -13.9% |
| 3M | -16.7% | +140.8% | -157.5% | -17.1% |
| 6M | -6.1% | -67.6% | +61.5% | -5.6% |
| YTD | -48.1% | -65.9% | +17.8% | -47.9% |
| 1Y | -56.2% | +66.1% | -122.3% | -58.6% |
| All | -83.2% | +21.6% | -104.8% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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