-58.5%
FIG vs EFA
+18.9%
-77.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.0% | +3.8% | +4.7% |
| 7D | -3.8% | -1.5% | -2.3% | -3.8% |
| 30D | -2.3% | -1.7% | -0.7% | -2.3% |
| 3M | +20.0% | +3.5% | +16.5% | +19.5% |
| 6M | -16.7% | +9.5% | -26.1% | -19.6% |
| YTD | -37.9% | +12.9% | -50.8% | -45.8% |
| 1Y | -58.5% | +18.2% | -76.7% | -66.9% |
| All | -58.5% | +18.9% | -77.5% | -66.9% |
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