-56.3%
FIG vs FDS
+26.9%
-83.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.4% |
| 7D | -12.6% | -5.0% | -7.7% | -8.9% |
| 30D | -13.8% | +13.8% | -27.5% | -22.6% |
| 3M | -16.7% | +14.8% | -31.5% | -26.2% |
| 6M | -6.1% | +47.4% | -53.5% | -32.4% |
| YTD | -48.1% | +14.2% | -62.2% | -57.8% |
| All | -56.3% | +26.9% | -83.3% | -63.5% |
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 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