-51.7%
FIG vs FE
+6.1%
-57.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.3% | +5.2% |
| 7D | -4.7% | +1.7% | -6.3% | -4.1% |
| 30D | +0.5% | +8.1% | -7.6% | +3.3% |
| 3M | -18.4% | -1.3% | -17.1% | -19.3% |
| 6M | +10.9% | +2.9% | +8.0% | +12.3% |
| YTD | -40.8% | +8.6% | -49.3% | -37.9% |
| 1Y | -51.7% | +6.3% | -58.0% | -49.0% |
| All | -51.7% | +6.1% | -57.8% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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