-80.9%
FIG vs FDS
-30.2%
-50.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -0.8% |
| 7D | -14.5% | -8.8% | -5.7% | -8.5% |
| 30D | -13.3% | -1.4% | -11.9% | -12.3% |
| 3M | +7.4% | +13.9% | -6.5% | -2.0% |
| 6M | -27.8% | +27.4% | -55.2% | -38.1% |
| YTD | -41.1% | -2.5% | -38.6% | -47.2% |
| 1Y | -58.7% | -23.8% | -34.9% | -64.3% |
| All | -80.9% | -30.2% | -50.8% | -83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling