-80.9%
FIG vs EL
+8.0%
-88.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.2% |
| 7D | -14.5% | -2.4% | -12.1% | -13.7% |
| 30D | -13.3% | +13.7% | -27.0% | -17.4% |
| 3M | +7.4% | +14.5% | -7.1% | +1.8% |
| 6M | -27.8% | +7.4% | -35.2% | -30.6% |
| YTD | -41.1% | -4.7% | -36.4% | -44.1% |
| 1Y | -58.7% | +12.9% | -71.7% | -65.8% |
| All | -80.9% | +8.0% | -88.9% | -83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling