-83.7%
FIG vs FN
+1.4%
-85.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.7% | -9.7% | +2.5% |
| 7D | -13.1% | 0.0% | -13.1% | -12.9% |
| 30D | -13.0% | -34.3% | +21.3% | -15.2% |
| 3M | -21.5% | -39.9% | +18.3% | -23.7% |
| 6M | -2.5% | -51.8% | +49.3% | -4.6% |
| YTD | -49.7% | -28.1% | -21.5% | -54.0% |
| 1Y | -59.1% | -29.1% | -30.0% | -62.8% |
| All | -83.7% | +1.4% | -85.1% | -85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling