-83.6%
FIG vs D
+23.3%
-106.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | +2.6% | -3.1% | +5.7% | +2.4% |
| 30D | -13.1% | +8.4% | -21.4% | -12.3% |
| 3M | -20.3% | +0.2% | -20.6% | -20.8% |
| 6M | -2.1% | +9.5% | -11.6% | -1.2% |
| YTD | -49.4% | +18.8% | -68.2% | -47.8% |
| 1Y | -57.0% | +14.7% | -71.7% | -55.5% |
| All | -83.6% | +23.3% | -106.9% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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