-58.6%
FIG vs Q
+78.4%
-137.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.0% | -3.0% |
| 7D | -14.5% | +6.6% | -21.1% | -13.7% |
| 30D | -13.3% | -6.6% | -6.8% | -14.0% |
| 3M | +7.4% | -13.2% | +20.7% | +5.1% |
| 6M | -27.8% | +9.9% | -37.7% | -33.3% |
| YTD | -41.1% | +53.9% | -95.0% | -50.7% |
| All | -58.6% | +78.4% | -137.0% | -64.8% |
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