-51.7%
FIG vs Q
+19.7%
-71.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.3% | +5.2% |
| 7D | -4.7% | -3.3% | -1.4% | -5.0% |
| 30D | +0.5% | -9.7% | +10.2% | -0.5% |
| 3M | -18.4% | -16.1% | -2.3% | -19.8% |
| 6M | +10.9% | -15.7% | +26.6% | +6.4% |
| YTD | -40.8% | +45.7% | -86.5% | -51.3% |
| 1Y | -51.7% | +18.0% | -69.7% | -57.4% |
| All | -51.7% | +19.7% | -71.4% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 1y: compounded portfolio wealth divided by compounded Q 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…
1y analysis · Full analysis span regression · 6 months rolling