-83.7%
FIG vs FE
+16.4%
-100.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +1.5% |
| 7D | -13.1% | -1.0% | -12.1% | -13.4% |
| 30D | -13.0% | +4.1% | -17.1% | -11.6% |
| 3M | -21.5% | -1.0% | -20.5% | -22.2% |
| 6M | -2.5% | +4.0% | -6.5% | -0.5% |
| YTD | -49.7% | +6.8% | -56.5% | -47.6% |
| 1Y | -59.1% | +5.3% | -64.4% | -57.3% |
| All | -83.7% | +16.4% | -100.1% | -80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling