-51.7%
FIG vs EW
+19.7%
-71.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.4% | +0.8% | +3.7% |
| 7D | -4.7% | +8.3% | -12.9% | -7.2% |
| 30D | +0.5% | +13.9% | -13.4% | -3.8% |
| 3M | -18.4% | +10.9% | -29.3% | -21.3% |
| 6M | +10.9% | +19.2% | -8.4% | +4.4% |
| YTD | -40.8% | +16.6% | -57.3% | -43.7% |
| 1Y | -51.7% | +18.1% | -69.8% | -54.5% |
| All | -51.7% | +19.7% | -71.3% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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