-80.9%
FIG vs ESI
+60.1%
-141.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.3% |
| 7D | -14.5% | +3.9% | -18.4% | -14.4% |
| 30D | -13.3% | -3.8% | -9.5% | -13.4% |
| 3M | +7.4% | -13.1% | +20.5% | +5.6% |
| 6M | -27.8% | +11.3% | -39.1% | -37.5% |
| YTD | -41.1% | +44.1% | -85.2% | -56.1% |
| 1Y | -58.7% | +40.3% | -99.1% | -68.9% |
| All | -80.9% | +60.1% | -141.1% | -84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling