-83.6%
FIG vs EW
+31.0%
-114.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.4% |
| 7D | -14.3% | +6.5% | -20.8% | -15.5% |
| 30D | -13.6% | +22.5% | -36.1% | -17.4% |
| 3M | -23.7% | +13.0% | -36.7% | -25.7% |
| 6M | -5.4% | +37.1% | -42.5% | -10.9% |
| YTD | -49.2% | +24.1% | -73.4% | -52.1% |
| 1Y | -57.4% | +24.2% | -81.6% | -59.8% |
| All | -83.6% | +31.0% | -114.6% | -83.9% |
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