-83.9%
FIG vs FDS
-18.4%
-65.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.7% | -3.8% |
| 7D | -11.4% | -2.0% | -9.4% | -10.2% |
| 30D | -17.2% | +13.5% | -30.7% | -24.3% |
| 3M | -26.6% | +15.2% | -41.8% | -33.9% |
| 6M | -9.8% | +47.0% | -56.9% | -30.8% |
| YTD | -50.1% | +13.9% | -64.0% | -60.2% |
| 1Y | -58.1% | +25.2% | -83.2% | -66.4% |
| All | -83.9% | -18.4% | -65.4% | -87.8% |
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