-83.9%
FIG vs EW
+28.8%
-112.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.8% |
| 7D | -11.4% | +9.3% | -20.7% | -13.2% |
| 30D | -17.2% | +22.1% | -39.3% | -20.7% |
| 3M | -26.6% | +13.0% | -39.6% | -28.6% |
| 6M | -9.8% | +30.1% | -39.9% | -14.3% |
| YTD | -50.1% | +22.0% | -72.2% | -52.8% |
| 1Y | -58.1% | +23.7% | -81.8% | -60.1% |
| All | -83.9% | +28.8% | -112.6% | -84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling