-79.9%
FIG vs ET
+30.9%
-110.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +4.8% |
| 7D | -3.8% | +0.2% | -4.0% | -3.8% |
| 30D | -2.3% | +2.9% | -5.2% | -2.5% |
| 3M | +20.0% | +16.8% | +3.2% | +18.5% |
| 6M | -16.7% | +18.9% | -35.5% | -18.4% |
| YTD | -37.9% | +37.7% | -75.6% | -42.3% |
| 1Y | -58.5% | +32.4% | -91.0% | -62.0% |
| All | -79.9% | +30.9% | -110.8% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling