-83.7%
FIG vs EXC
+8.6%
-92.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +1.5% |
| 7D | -13.1% | -1.2% | -11.9% | -13.4% |
| 30D | -13.0% | +10.0% | -23.0% | -10.7% |
| 3M | -21.5% | +1.6% | -23.1% | -21.3% |
| 6M | -2.5% | +3.3% | -5.7% | -0.6% |
| YTD | -49.7% | +7.6% | -57.2% | -47.7% |
| 1Y | -59.1% | +3.5% | -62.6% | -57.6% |
| All | -83.7% | +8.6% | -92.3% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling