-80.9%
FIG vs EFV
+35.0%
-116.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.3% |
| 7D | -14.5% | -0.5% | -13.9% | -14.5% |
| 30D | -13.3% | 0.0% | -13.3% | -13.3% |
| 3M | +7.4% | +8.4% | -1.0% | +7.2% |
| 6M | -27.8% | +12.3% | -40.1% | -29.7% |
| YTD | -41.1% | +17.4% | -58.5% | -46.6% |
| 1Y | -58.7% | +27.1% | -85.8% | -65.3% |
| All | -80.9% | +35.0% | -116.0% | -84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling