-80.3%
FIG vs EMB
+7.8%
-88.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.1% | -5.6% | -5.6% |
| 7D | -16.4% | +0.3% | -16.6% | -16.6% |
| 30D | -2.3% | -0.5% | -1.8% | -2.0% |
| 3M | +7.8% | +0.3% | +7.5% | +7.2% |
| 6M | -21.8% | +1.2% | -23.0% | -22.4% |
| YTD | -39.1% | +1.5% | -40.6% | -40.5% |
| 1Y | -56.6% | +4.8% | -61.4% | -59.7% |
| All | -80.3% | +7.8% | -88.1% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 5y: compounded portfolio wealth divided by compounded EMB 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…
5y analysis · Full analysis span regression · 6 months rolling