-57.4%
FIG vs ESI
+23.9%
-81.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.0% | -2.1% | +2.0% |
| 7D | -14.3% | +1.8% | -16.1% | -14.3% |
| 30D | -13.6% | -6.6% | -7.0% | -14.3% |
| 3M | -23.7% | -9.4% | -14.4% | -24.4% |
| 6M | -5.4% | -24.1% | +18.7% | -6.7% |
| YTD | -49.2% | +37.1% | -86.4% | -64.6% |
| 1Y | -57.4% | +24.5% | -81.9% | -67.5% |
| All | -57.4% | +23.9% | -81.2% | -67.5% |
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