-80.3%
FIG vs EMR
+6.2%
-86.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.2% | -5.7% |
| 7D | -16.4% | +3.1% | -19.4% | -16.4% |
| 30D | -2.3% | -3.5% | +1.2% | -2.2% |
| 3M | +7.8% | +9.8% | -2.0% | +8.6% |
| 6M | -21.8% | +10.8% | -32.6% | -22.2% |
| YTD | -39.1% | +15.9% | -55.1% | -40.5% |
| 1Y | -56.6% | +16.4% | -73.1% | -58.1% |
| All | -80.3% | +6.2% | -86.5% | -82.7% |
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