-79.9%
FIG vs EME
+17.2%
-97.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.3% | +0.5% | +5.1% |
| 7D | -3.8% | +3.5% | -7.3% | -3.6% |
| 30D | -2.3% | -6.3% | +4.0% | -3.0% |
| 3M | +20.0% | -3.8% | +23.7% | +20.2% |
| 6M | -16.7% | +8.5% | -25.2% | -20.2% |
| YTD | -37.9% | +27.8% | -65.7% | -45.5% |
| 1Y | -58.5% | +22.2% | -80.8% | -66.2% |
| All | -79.9% | +17.2% | -97.1% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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