-83.6%
FIG vs EFV
+33.0%
-116.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +2.6% | +0.7% | +1.9% | +2.4% |
| 30D | -13.1% | +2.0% | -15.1% | -13.0% |
| 3M | -20.3% | -1.6% | -18.7% | -20.4% |
| 6M | -2.1% | +5.8% | -7.9% | -2.5% |
| YTD | -49.4% | +15.6% | -65.0% | -54.1% |
| 1Y | -57.0% | +19.0% | -76.0% | -62.7% |
| All | -83.6% | +33.0% | -116.6% | -86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling