-79.1%
FIG vs ED
+9.9%
-89.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.0% | -5.1% |
| 7D | -16.3% | -0.2% | -16.1% | -16.4% |
| 30D | -14.3% | -0.1% | -14.2% | -14.2% |
| 3M | +7.2% | +3.9% | +3.2% | +11.4% |
| 6M | -18.6% | -3.0% | -15.6% | -18.5% |
| YTD | -35.5% | +10.7% | -46.1% | -30.5% |
| 1Y | -55.8% | +13.3% | -69.1% | -52.8% |
| All | -79.1% | +9.9% | -89.0% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling