-79.1%
FIG vs EXC
+3.9%
-83.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.1% | -3.3% | -4.7% |
| 7D | -16.3% | +0.3% | -16.6% | -16.2% |
| 30D | -14.3% | -3.7% | -10.6% | -15.2% |
| 3M | +7.2% | -1.3% | +8.4% | +7.8% |
| 6M | -18.6% | -9.7% | -8.9% | -19.1% |
| YTD | -35.5% | +2.9% | -38.3% | -33.6% |
| 1Y | -55.8% | +4.4% | -60.2% | -53.8% |
| All | -79.1% | +3.9% | -83.0% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling