-57.4%
FIG vs EW
+25.3%
-82.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.2% |
| 7D | -14.3% | +6.5% | -20.8% | -16.1% |
| 30D | -13.6% | +22.5% | -36.1% | -19.4% |
| 3M | -23.7% | +13.0% | -36.7% | -26.7% |
| 6M | -5.4% | +37.1% | -42.5% | -15.0% |
| YTD | -49.2% | +24.1% | -73.4% | -52.7% |
| 1Y | -57.4% | +24.2% | -81.6% | -60.5% |
| All | -57.4% | +25.3% | -82.7% | -60.5% |
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