-83.6%
FIG vs RF
+17.5%
-101.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -14.3% | -1.3% | -12.9% | -13.9% |
| 30D | -13.6% | +4.6% | -18.3% | -14.1% |
| 3M | -23.7% | -8.4% | -15.3% | -22.9% |
| 6M | -5.4% | +8.9% | -14.2% | -6.3% |
| YTD | -49.2% | +8.8% | -58.0% | -50.2% |
| 1Y | -57.4% | +18.9% | -76.3% | -58.7% |
| All | -83.6% | +17.5% | -101.1% | -84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling