-58.7%
FIG vs ESI
+38.0%
-96.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.2% |
| 7D | -14.5% | +3.9% | -18.4% | -14.5% |
| 30D | -13.3% | -3.8% | -9.5% | -13.3% |
| 3M | +7.4% | -13.1% | +20.5% | +5.9% |
| 6M | -27.8% | +11.3% | -39.1% | -39.4% |
| YTD | -41.1% | +44.1% | -85.2% | -60.6% |
| 1Y | -58.7% | +40.3% | -99.1% | -71.4% |
| All | -58.7% | +38.0% | -96.7% | -71.4% |
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 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