-80.9%
FIG vs DE
+33.9%
-114.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -3.4% |
| 7D | -14.5% | -3.0% | -11.4% | -15.2% |
| 30D | -13.3% | +11.1% | -24.5% | -10.7% |
| 3M | +7.4% | +17.6% | -10.2% | +11.6% |
| 6M | -27.8% | +13.6% | -41.4% | -24.9% |
| YTD | -41.1% | +46.3% | -87.4% | -38.6% |
| 1Y | -58.7% | +44.2% | -102.9% | -57.1% |
| All | -80.9% | +33.9% | -114.9% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 3y: compounded portfolio wealth divided by compounded DE 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…
3y analysis · Full analysis span regression · 6 months rolling