-57.4%
FIG vs ED
+24.8%
-82.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -14.3% | -0.9% | -13.4% | -14.5% |
| 30D | -13.6% | +11.2% | -24.8% | -8.3% |
| 3M | -23.7% | +11.8% | -35.5% | -18.8% |
| 6M | -5.4% | +14.1% | -19.5% | +4.8% |
| YTD | -49.2% | +23.0% | -72.2% | -35.9% |
| 1Y | -57.4% | +23.7% | -81.0% | -45.1% |
| All | -57.4% | +24.8% | -82.2% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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