-83.9%
FIG vs ES
+12.4%
-96.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.2% | -4.0% |
| 7D | -11.4% | +0.9% | -12.3% | -11.6% |
| 30D | -17.2% | +5.9% | -23.1% | -18.0% |
| 3M | -26.6% | -1.0% | -25.6% | -26.8% |
| 6M | -9.8% | +7.2% | -17.0% | -10.4% |
| YTD | -50.1% | +7.0% | -57.1% | -51.1% |
| 1Y | -58.1% | +0.5% | -58.5% | -58.6% |
| All | -83.9% | +12.4% | -96.3% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling