-83.2%
FIG vs EW
+32.6%
-115.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.5% |
| 7D | +3.4% | +4.9% | -1.5% | +2.3% |
| 30D | -9.5% | +23.9% | -33.4% | -13.6% |
| 3M | -26.2% | +15.8% | -41.9% | -28.5% |
| 6M | +2.7% | +31.7% | -29.0% | -2.9% |
| YTD | -48.0% | +25.7% | -73.6% | -51.0% |
| 1Y | -52.0% | +24.4% | -76.5% | -55.2% |
| All | -83.2% | +32.6% | -115.8% | -83.5% |
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 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