-80.9%
FIG vs EXE
-3.4%
-77.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.9% |
| 7D | -14.5% | -2.7% | -11.7% | -13.9% |
| 30D | -13.3% | -0.4% | -12.9% | -13.2% |
| 3M | +7.4% | +9.5% | -2.1% | +5.4% |
| 6M | -27.8% | -9.3% | -18.4% | -26.3% |
| YTD | -41.1% | -10.9% | -30.2% | -39.3% |
| 1Y | -58.7% | +4.3% | -63.0% | -58.1% |
| All | -80.9% | -3.4% | -77.5% | -80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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