-83.2%
FIG vs FE
+19.0%
-102.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +3.1% |
| 7D | +3.4% | +1.2% | +2.2% | +3.8% |
| 30D | -9.5% | +4.5% | -14.0% | -8.1% |
| 3M | -26.2% | +1.3% | -27.5% | -26.3% |
| 6M | +2.7% | +8.7% | -6.0% | +6.6% |
| YTD | -48.0% | +9.2% | -57.2% | -45.5% |
| 1Y | -52.0% | +7.0% | -59.0% | -49.9% |
| All | -83.2% | +19.0% | -102.2% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling