-83.2%
FIG vs FDS
-16.8%
-66.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.6% |
| 7D | +3.4% | +1.5% | +1.9% | +2.3% |
| 30D | -9.5% | +14.8% | -24.3% | -17.9% |
| 3M | -26.2% | +16.3% | -42.5% | -34.1% |
| 6M | +2.7% | +66.2% | -63.5% | -26.3% |
| YTD | -48.0% | +16.2% | -64.2% | -59.1% |
| 1Y | -52.0% | +21.8% | -73.9% | -62.3% |
| All | -83.2% | -16.8% | -66.4% | -87.5% |
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