-83.7%
FIG vs EW
+26.4%
-110.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.7% |
| 7D | -13.1% | +11.0% | -24.1% | -15.1% |
| 30D | -13.0% | +19.1% | -32.1% | -16.3% |
| 3M | -21.5% | +14.4% | -35.9% | -23.9% |
| 6M | -2.5% | +22.8% | -25.3% | -6.5% |
| YTD | -49.7% | +19.8% | -69.5% | -52.1% |
| 1Y | -59.1% | +23.9% | -83.0% | -60.6% |
| All | -83.7% | +26.4% | -110.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling