-55.8%
FIG vs ESI
+44.5%
-100.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.9% | -7.3% | -4.4% |
| 7D | -16.3% | +3.3% | -19.6% | -16.3% |
| 30D | -14.3% | -5.9% | -8.5% | -14.3% |
| 3M | +7.2% | -14.1% | +21.2% | +6.0% |
| 6M | -18.6% | +6.6% | -25.2% | -29.4% |
| YTD | -35.5% | +45.0% | -80.5% | -56.4% |
| 1Y | -55.8% | +41.5% | -97.2% | -69.8% |
| All | -55.8% | +44.5% | -100.3% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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