-80.9%
FIG vs ED
+10.1%
-91.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.6% |
| 7D | -14.5% | -0.2% | -14.3% | -14.5% |
| 30D | -13.3% | +1.9% | -15.3% | -12.3% |
| 3M | +7.4% | +1.9% | +5.6% | +9.8% |
| 6M | -27.8% | -2.3% | -25.5% | -27.4% |
| YTD | -41.1% | +10.9% | -52.0% | -36.5% |
| 1Y | -58.7% | +14.5% | -73.2% | -55.5% |
| All | -80.9% | +10.1% | -91.1% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling