-83.7%
FIG vs EL
+20.3%
-104.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.2% | -0.2% | +1.2% |
| 7D | -13.1% | +0.8% | -13.9% | -13.2% |
| 30D | -13.0% | +16.5% | -29.5% | -17.2% |
| 3M | -21.5% | +29.2% | -50.7% | -28.5% |
| 6M | -2.5% | +27.9% | -30.4% | -11.5% |
| YTD | -49.7% | +6.2% | -55.9% | -53.9% |
| 1Y | -59.1% | +27.2% | -86.3% | -67.2% |
| All | -83.7% | +20.3% | -104.0% | -86.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling