-59.1%
FIG vs FN
-33.3%
-25.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.7% | -9.7% | +2.7% |
| 7D | -13.1% | 0.0% | -13.1% | -12.9% |
| 30D | -13.0% | -34.3% | +21.3% | -16.0% |
| 3M | -21.5% | -39.9% | +18.3% | -24.4% |
| 6M | -2.5% | -51.8% | +49.3% | -5.6% |
| YTD | -49.7% | -28.1% | -21.5% | -55.0% |
| 1Y | -59.1% | -29.1% | -30.0% | -63.5% |
| All | -59.1% | -33.3% | -25.8% | -63.5% |
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