-80.3%
FIG vs EXC
+4.6%
-84.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.7% | -6.4% | -5.5% |
| 7D | -16.4% | +1.2% | -17.6% | -16.0% |
| 30D | -2.3% | -2.7% | +0.4% | -3.0% |
| 3M | +7.8% | -1.0% | +8.8% | +8.4% |
| 6M | -21.8% | -9.3% | -12.6% | -22.2% |
| YTD | -39.1% | +3.6% | -42.7% | -37.2% |
| 1Y | -56.6% | +5.9% | -62.6% | -54.1% |
| All | -80.3% | +4.6% | -84.9% | -80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling