-56.6%
FIG vs EWT
+82.5%
-139.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.9% |
| 7D | -12.2% | -1.1% | -11.1% | -12.1% |
| 30D | -11.0% | +4.8% | -15.8% | -11.4% |
| 3M | +11.9% | +11.1% | +0.7% | +7.2% |
| 6M | -21.9% | +54.6% | -76.5% | -43.5% |
| YTD | -40.8% | +71.4% | -112.2% | -63.3% |
| 1Y | -56.6% | +82.1% | -138.7% | -76.6% |
| All | -56.6% | +82.5% | -139.1% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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