-57.4%
FIG vs FN
-19.6%
-37.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.9% | -4.1% | +2.1% |
| 7D | -14.3% | +8.0% | -22.3% | -14.1% |
| 30D | -13.6% | -19.1% | +5.5% | -15.3% |
| 3M | -23.7% | -29.8% | +6.1% | -25.9% |
| 6M | -5.4% | -43.2% | +37.8% | -8.2% |
| YTD | -49.2% | -18.9% | -30.3% | -54.3% |
| 1Y | -57.4% | -17.9% | -39.5% | -62.4% |
| All | -57.4% | -19.6% | -37.8% | -62.4% |
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