-79.1%
FIG vs FN
+26.3%
-105.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.1% | -7.5% | -4.1% |
| 7D | -16.3% | -1.7% | -14.6% | -16.4% |
| 30D | -14.3% | -22.0% | +7.7% | -15.7% |
| 3M | +7.2% | -43.0% | +50.2% | +6.0% |
| 6M | -18.6% | -27.7% | +9.1% | -22.0% |
| YTD | -35.5% | -10.5% | -24.9% | -40.5% |
| 1Y | -55.8% | +12.5% | -68.3% | -61.1% |
| All | -79.1% | +26.3% | -105.4% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling