-83.6%
FIG vs FND
-37.2%
-46.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.4% | +4.1% | +0.5% |
| 7D | +2.6% | -5.1% | +7.7% | +3.5% |
| 30D | -13.1% | +9.2% | -22.2% | -13.8% |
| 3M | -20.3% | -17.7% | -2.6% | -19.0% |
| 6M | -2.1% | +2.5% | -4.6% | -2.4% |
| YTD | -49.4% | -19.8% | -29.6% | -48.1% |
| 1Y | -57.0% | -22.7% | -34.3% | -55.9% |
| All | -83.6% | -37.2% | -46.4% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling