-80.8%
FIG vs EFV
+34.6%
-115.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -12.2% | -2.0% | -10.2% | -12.4% |
| 30D | -11.0% | -0.2% | -10.8% | -11.0% |
| 3M | +11.9% | +9.1% | +2.7% | +11.6% |
| 6M | -21.9% | +11.7% | -33.6% | -23.9% |
| YTD | -40.8% | +17.0% | -57.8% | -46.3% |
| 1Y | -56.6% | +26.7% | -83.4% | -63.6% |
| All | -80.8% | +34.6% | -115.5% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling