-55.8%
FIG vs EMR
+19.4%
-75.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.7% | -6.1% | -4.6% |
| 7D | -16.3% | -1.5% | -14.8% | -16.1% |
| 30D | -14.3% | -5.6% | -8.7% | -13.6% |
| 3M | +7.2% | +7.9% | -0.8% | +6.9% |
| 6M | -18.6% | +6.0% | -24.6% | -18.4% |
| YTD | -35.5% | +16.4% | -51.9% | -41.9% |
| 1Y | -55.8% | +16.6% | -72.4% | -60.6% |
| All | -55.8% | +19.4% | -75.2% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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