-79.1%
FIG vs EME
+13.2%
-92.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -4.2% |
| 7D | -16.3% | +1.9% | -18.2% | -16.2% |
| 30D | -14.3% | -8.3% | -6.0% | -15.1% |
| 3M | +7.2% | -10.7% | +17.9% | +7.7% |
| 6M | -18.6% | +1.9% | -20.5% | -21.7% |
| YTD | -35.5% | +23.5% | -58.9% | -43.5% |
| 1Y | -55.8% | +18.0% | -73.8% | -64.1% |
| All | -79.1% | +13.2% | -92.3% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling