-80.3%
FIG vs ESI
+62.0%
-142.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.6% | -6.2% | -5.7% |
| 7D | -16.4% | +5.4% | -21.7% | -16.2% |
| 30D | -2.3% | -4.2% | +1.9% | -2.4% |
| 3M | +7.8% | -9.6% | +17.4% | +5.6% |
| 6M | -21.8% | +18.3% | -40.2% | -34.0% |
| YTD | -39.1% | +45.8% | -85.0% | -54.6% |
| 1Y | -56.6% | +39.2% | -95.8% | -68.0% |
| All | -80.3% | +62.0% | -142.3% | -83.9% |
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