-83.7%
FIG vs EMR
+13.3%
-97.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | -13.1% | -1.6% | -11.5% | -12.7% |
| 30D | -13.0% | +2.0% | -15.0% | -12.7% |
| 3M | -21.5% | +3.8% | -25.3% | -21.3% |
| 6M | -2.5% | +10.5% | -13.0% | -0.7% |
| YTD | -49.7% | +23.7% | -73.4% | -50.7% |
| 1Y | -59.1% | +25.4% | -84.5% | -60.2% |
| All | -83.7% | +13.3% | -97.0% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling