-80.3%
FIG vs EWT
+97.6%
-177.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.1% | -5.6% |
| 7D | -16.4% | +1.6% | -18.0% | -16.5% |
| 30D | -2.3% | +8.2% | -10.5% | -3.0% |
| 3M | +7.8% | +11.1% | -3.2% | +4.7% |
| 6M | -21.8% | +60.4% | -82.3% | -41.9% |
| YTD | -39.1% | +75.6% | -114.7% | -59.1% |
| 1Y | -56.6% | +91.3% | -148.0% | -71.1% |
| All | -80.3% | +97.6% | -177.9% | -86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling