-83.7%
FIG vs ED
+21.5%
-105.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +1.1% |
| 7D | -13.1% | +1.6% | -14.8% | -12.7% |
| 30D | -13.0% | +13.3% | -26.3% | -8.2% |
| 3M | -21.5% | +9.7% | -31.2% | -18.5% |
| 6M | -2.5% | +12.8% | -15.3% | +4.3% |
| YTD | -49.7% | +22.3% | -72.0% | -43.5% |
| 1Y | -59.1% | +26.3% | -85.4% | -54.0% |
| All | -83.7% | +21.5% | -105.2% | -83.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling