-80.8%
FIG vs FND
-39.8%
-41.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | -12.2% | -5.1% | -7.1% | -11.8% |
| 30D | -11.0% | -22.5% | +11.6% | -9.0% |
| 3M | +11.9% | -5.0% | +16.9% | +12.3% |
| 6M | -21.9% | -21.5% | -0.4% | -19.5% |
| YTD | -40.8% | -23.0% | -17.7% | -39.0% |
| 1Y | -56.6% | -44.9% | -11.7% | -56.0% |
| All | -80.8% | -39.8% | -41.1% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling