-58.5%
FIG vs EME
+21.8%
-80.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -20.3% |
| YTD | -37.9% | +27.8% | -65.7% | -45.9% |
| 1Y | -58.5% | +22.2% | -80.8% | -69.2% |
| All | -58.5% | +21.8% | -80.4% | -69.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling