-64.6%
FIG vs Q
+66.4%
-131.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.3% | -4.3% | +2.6% |
| 7D | -13.1% | +0.3% | -13.4% | -13.1% |
| 30D | -13.0% | -9.8% | -3.2% | -14.1% |
| 3M | -21.5% | -12.2% | -9.3% | -22.6% |
| 6M | -2.5% | -21.6% | +19.1% | -5.9% |
| YTD | -49.7% | +43.6% | -93.2% | -58.1% |
| 1Y | -59.1% | +25.7% | -84.8% | -65.5% |
| All | -64.6% | +66.4% | -131.0% | -70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling