-55.8%
FIG vs FDS
-17.4%
-38.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.5% | -0.8% | -1.8% |
| 7D | -16.3% | -1.9% | -14.4% | -15.2% |
| 30D | -14.3% | +9.0% | -23.3% | -19.5% |
| 3M | +7.2% | +18.9% | -11.7% | -5.8% |
| 6M | -18.6% | +35.1% | -53.8% | -33.9% |
| YTD | -35.5% | +5.5% | -41.0% | -45.2% |
| 1Y | -55.8% | -16.8% | -39.0% | -63.8% |
| All | -55.8% | -17.4% | -38.4% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling