-83.2%
FIG vs EXC
+8.6%
-91.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.1% | +3.2% |
| 7D | -12.6% | -1.7% | -10.9% | -13.0% |
| 30D | -13.8% | +9.3% | -23.1% | -11.6% |
| 3M | -16.7% | +1.0% | -17.7% | -16.6% |
| 6M | -6.1% | +5.9% | -12.0% | -3.6% |
| YTD | -48.1% | +7.6% | -55.7% | -46.1% |
| 1Y | -56.2% | +2.4% | -58.6% | -54.7% |
| All | -83.2% | +8.6% | -91.8% | -83.0% |
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