-52.0%
FIG vs FN
-25.5%
-26.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -7.3% | +10.1% | +2.3% |
| 7D | +3.4% | +0.3% | +3.1% | +3.5% |
| 30D | -9.5% | -16.5% | +7.1% | -10.7% |
| 3M | -26.2% | -42.1% | +15.9% | -29.7% |
| 6M | +2.7% | -52.9% | +55.6% | -1.3% |
| YTD | -48.0% | -28.0% | -20.0% | -52.7% |
| 1Y | -52.0% | -18.5% | -33.5% | -59.5% |
| All | -52.0% | -25.5% | -26.6% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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