-83.2%
FIG vs EXE
-14.1%
-69.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +2.8% |
| 7D | -12.6% | -3.9% | -8.7% | -11.9% |
| 30D | -13.8% | -2.6% | -11.2% | -13.5% |
| 3M | -16.7% | -6.9% | -9.8% | -15.5% |
| 6M | -6.1% | -9.3% | +3.2% | -3.9% |
| YTD | -48.1% | -20.7% | -27.3% | -45.4% |
| 1Y | -56.2% | -21.8% | -34.3% | -53.8% |
| All | -83.2% | -14.1% | -69.1% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling