-59.1%
FIG vs D
+19.8%
-78.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +1.9% |
| 7D | -13.1% | +3.0% | -16.1% | -12.9% |
| 30D | -13.0% | +11.5% | -24.5% | -11.6% |
| 3M | -21.5% | +3.7% | -25.3% | -21.6% |
| 6M | -2.5% | +13.5% | -16.0% | +0.4% |
| YTD | -49.7% | +20.7% | -70.4% | -46.0% |
| 1Y | -59.1% | +18.2% | -77.3% | -56.1% |
| All | -59.1% | +19.8% | -78.9% | -56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling