-79.1%
FIG vs EWT
+98.7%
-177.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.2% | -4.5% |
| 7D | -16.3% | +4.0% | -20.3% | -16.6% |
| 30D | -14.3% | +10.3% | -24.6% | -15.1% |
| 3M | +7.2% | +6.1% | +1.1% | +6.5% |
| 6M | -18.6% | +56.6% | -75.3% | -37.9% |
| YTD | -35.5% | +76.6% | -112.0% | -56.6% |
| 1Y | -55.8% | +97.9% | -153.7% | -70.1% |
| All | -79.1% | +98.7% | -177.9% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling