-59.1%
FIG vs RF
+21.0%
-80.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -13.1% | -0.9% | -12.2% | -12.6% |
| 30D | -13.0% | +6.0% | -19.0% | -13.8% |
| 3M | -21.5% | -8.9% | -12.6% | -20.0% |
| 6M | -2.5% | +2.3% | -4.8% | -2.3% |
| YTD | -49.7% | +7.6% | -57.2% | -52.6% |
| 1Y | -59.1% | +21.2% | -80.3% | -66.1% |
| All | -59.1% | +21.0% | -80.1% | -66.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling