-80.9%
FIG vs DOW
+32.4%
-113.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.2% |
| 7D | -14.5% | -6.0% | -8.4% | -14.1% |
| 30D | -13.3% | -2.7% | -10.6% | -13.2% |
| 3M | +7.4% | -10.5% | +17.9% | +7.6% |
| 6M | -27.8% | -12.4% | -15.4% | -27.3% |
| YTD | -41.1% | +30.0% | -71.1% | -43.0% |
| 1Y | -58.7% | +27.8% | -86.5% | -61.8% |
| All | -80.9% | +32.4% | -113.4% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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