-83.7%
FIG vs ESI
+40.3%
-124.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.9% | +0.1% | +2.0% |
| 7D | -13.1% | -8.5% | -4.6% | -13.4% |
| 30D | -13.0% | -15.7% | +2.7% | -13.5% |
| 3M | -21.5% | -18.2% | -3.3% | -22.0% |
| 6M | -2.5% | -28.8% | +26.4% | -3.6% |
| YTD | -49.7% | +26.3% | -75.9% | -62.6% |
| 1Y | -59.1% | +18.2% | -77.3% | -68.6% |
| All | -83.7% | +40.3% | -124.0% | -86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling