-52.0%
FIG vs ESI
+21.7%
-73.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.8% |
| 7D | +3.4% | +5.5% | -2.1% | +3.7% |
| 30D | -9.5% | -7.8% | -1.7% | -10.3% |
| 3M | -26.2% | -15.0% | -11.2% | -27.3% |
| 6M | +2.7% | -24.9% | +27.6% | +0.4% |
| YTD | -48.0% | +33.2% | -81.2% | -63.0% |
| 1Y | -52.0% | +24.9% | -77.0% | -64.0% |
| All | -52.0% | +21.7% | -73.8% | -64.0% |
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