-51.7%
FIG vs EL
+25.6%
-77.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.3% | -1.1% | +3.5% |
| 7D | -4.7% | +2.5% | -7.2% | -5.4% |
| 30D | +0.5% | +20.1% | -19.5% | -4.1% |
| 3M | -18.4% | +29.3% | -47.7% | -23.9% |
| 6M | +10.9% | +38.8% | -27.9% | +0.6% |
| YTD | -40.8% | +8.1% | -48.9% | -46.8% |
| 1Y | -51.7% | +22.3% | -74.0% | -60.0% |
| All | -51.7% | +25.6% | -77.3% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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