-80.8%
FIG vs ET
+31.9%
-112.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -12.2% | +1.4% | -13.6% | -12.2% |
| 30D | -11.0% | +4.6% | -15.5% | -11.2% |
| 3M | +11.9% | +16.0% | -4.2% | +10.6% |
| 6M | -21.9% | +22.8% | -44.7% | -23.9% |
| YTD | -40.8% | +38.9% | -79.6% | -45.0% |
| 1Y | -56.6% | +34.1% | -90.7% | -60.3% |
| All | -80.8% | +31.9% | -112.8% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling