-80.9%
FIG vs EME
+13.2%
-94.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.4% | -0.8% | -3.5% |
| 7D | -14.5% | +2.7% | -17.2% | -14.2% |
| 30D | -13.3% | -6.8% | -6.5% | -13.9% |
| 3M | +7.4% | -8.8% | +16.2% | +7.6% |
| 6M | -27.8% | +5.0% | -32.8% | -31.1% |
| YTD | -41.1% | +23.5% | -64.6% | -48.4% |
| 1Y | -58.7% | +21.3% | -80.0% | -66.2% |
| All | -80.9% | +13.2% | -94.1% | -84.5% |
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