-80.9%
FIG vs EW
+6.7%
-87.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.6% | -3.1% |
| 7D | -14.5% | -5.1% | -9.3% | -13.3% |
| 30D | -13.3% | -6.4% | -7.0% | -11.9% |
| 3M | +7.4% | -1.6% | +9.0% | +7.8% |
| 6M | -27.8% | +2.3% | -30.1% | -28.4% |
| YTD | -41.1% | +1.1% | -42.2% | -41.7% |
| 1Y | -58.7% | +8.0% | -66.7% | -57.4% |
| All | -80.9% | +6.7% | -87.6% | -80.4% |
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