-55.8%
FIG vs EFA
+23.1%
-78.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | -16.3% | +0.6% | -16.9% | -16.3% |
| 30D | -14.3% | +0.9% | -15.2% | -14.4% |
| 3M | +7.2% | +4.9% | +2.3% | +6.7% |
| 6M | -18.6% | +8.6% | -27.2% | -20.3% |
| YTD | -35.5% | +14.6% | -50.1% | -43.9% |
| 1Y | -55.8% | +22.6% | -78.4% | -67.2% |
| All | -55.8% | +23.1% | -78.9% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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