-80.9%
FIG vs EQT
+4.1%
-85.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | -14.5% | -2.0% | -12.4% | -14.1% |
| 30D | -13.3% | +1.0% | -14.3% | -13.5% |
| 3M | +7.4% | +4.0% | +3.4% | +6.5% |
| 6M | -27.8% | -11.7% | -16.1% | -26.7% |
| YTD | -41.1% | +2.8% | -43.9% | -42.3% |
| 1Y | -58.7% | +10.0% | -68.7% | -59.4% |
| All | -80.9% | +4.1% | -85.0% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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