-79.1%
FIG vs MET
+35.4%
-114.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.7% | -3.6% |
| 7D | -16.3% | +1.2% | -17.5% | -16.7% |
| 30D | -14.3% | +1.4% | -15.7% | -15.2% |
| 3M | +7.2% | +17.7% | -10.5% | -1.6% |
| 6M | -18.6% | +35.0% | -53.6% | -30.6% |
| YTD | -35.5% | +26.3% | -61.7% | -43.2% |
| 1Y | -55.8% | +22.8% | -78.6% | -61.4% |
| All | -79.1% | +35.4% | -114.5% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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