-83.6%
FIG vs FE
+17.8%
-101.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.9% |
| 7D | -14.3% | -0.4% | -13.9% | -14.4% |
| 30D | -13.6% | +3.6% | -17.2% | -12.5% |
| 3M | -23.7% | +0.3% | -24.1% | -24.0% |
| 6M | -5.4% | +6.4% | -11.8% | -2.6% |
| YTD | -49.2% | +8.1% | -57.4% | -47.0% |
| 1Y | -57.4% | +4.6% | -61.9% | -55.6% |
| All | -83.6% | +17.8% | -101.4% | -79.7% |
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