-55.8%
FIG vs EXC
+2.6%
-58.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -4.9% |
| 7D | -16.3% | -0.7% | -15.6% | -16.4% |
| 30D | -14.3% | -4.6% | -9.7% | -15.2% |
| 3M | +7.2% | -2.2% | +9.4% | +7.6% |
| 6M | -18.6% | -10.6% | -8.1% | -18.7% |
| YTD | -35.5% | +1.9% | -37.4% | -34.1% |
| 1Y | -55.8% | +3.4% | -59.2% | -55.2% |
| All | -55.8% | +2.6% | -58.3% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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