-83.2%
FIG vs EXC
+10.1%
-93.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +3.1% |
| 7D | +3.4% | +1.4% | +2.0% | +3.7% |
| 30D | -9.5% | +8.6% | -18.0% | -7.5% |
| 3M | -26.2% | +2.4% | -28.6% | -25.9% |
| 6M | +2.7% | +6.5% | -3.8% | +5.4% |
| YTD | -48.0% | +9.0% | -57.0% | -45.8% |
| 1Y | -52.0% | +4.6% | -56.6% | -50.3% |
| All | -83.2% | +10.1% | -93.2% | -82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling