-79.1%
FIG vs EL
+13.6%
-92.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.3% | -5.4% |
| 7D | -16.3% | +0.8% | -17.1% | -16.6% |
| 30D | -14.3% | +19.8% | -34.2% | -19.9% |
| 3M | +7.2% | +25.7% | -18.6% | -1.9% |
| 6M | -18.6% | +5.4% | -24.1% | -21.2% |
| YTD | -35.5% | +0.2% | -35.7% | -39.8% |
| 1Y | -55.8% | +20.4% | -76.2% | -64.3% |
| All | -79.1% | +13.6% | -92.7% | -82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling