-83.2%
FIG vs EME
-1.0%
-82.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.8% |
| 7D | +3.4% | +8.4% | -5.0% | +4.0% |
| 30D | -9.5% | -11.5% | +2.0% | -10.7% |
| 3M | -26.2% | -20.6% | -5.6% | -27.9% |
| 6M | +2.7% | -28.5% | +31.2% | +3.0% |
| YTD | -48.0% | +8.0% | -56.0% | -55.1% |
| 1Y | -52.0% | +6.8% | -58.8% | -58.5% |
| All | -83.2% | -1.0% | -82.2% | -86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling