-80.8%
FIG vs DE
+34.1%
-114.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -12.2% | -2.4% | -9.8% | -12.8% |
| 30D | -11.0% | +9.7% | -20.7% | -8.6% |
| 3M | +11.9% | +21.4% | -9.5% | +16.7% |
| 6M | -21.9% | +15.0% | -36.9% | -18.8% |
| YTD | -40.8% | +46.4% | -87.2% | -38.3% |
| 1Y | -56.6% | +45.6% | -102.3% | -54.8% |
| All | -80.8% | +34.1% | -114.9% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling