-79.1%
FIG vs EFV
+37.2%
-116.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.2% | -4.4% |
| 7D | -16.3% | +1.5% | -17.8% | -16.2% |
| 30D | -14.3% | +1.7% | -16.1% | -14.2% |
| 3M | +7.2% | +8.6% | -1.5% | +7.2% |
| 6M | -18.6% | +11.7% | -30.3% | -20.4% |
| YTD | -35.5% | +19.3% | -54.7% | -41.4% |
| 1Y | -55.8% | +30.2% | -86.0% | -62.8% |
| All | -79.1% | +37.2% | -116.3% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling