-80.9%
FIG vs FND
-38.8%
-42.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.2% |
| 7D | -14.5% | -0.8% | -13.7% | -14.4% |
| 30D | -13.3% | -19.6% | +6.3% | -11.6% |
| 3M | +7.4% | -4.3% | +11.8% | +7.8% |
| 6M | -27.8% | -20.4% | -7.3% | -25.6% |
| YTD | -41.1% | -21.9% | -19.2% | -39.5% |
| 1Y | -58.7% | -45.2% | -13.5% | -58.4% |
| All | -80.9% | -38.8% | -42.1% | -79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling