-58.1%
FIG vs RF
+19.4%
-77.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.7% |
| 7D | -11.4% | +0.3% | -11.8% | -11.3% |
| 30D | -17.2% | +6.2% | -23.4% | -18.2% |
| 3M | -26.6% | -7.8% | -18.8% | -25.4% |
| 6M | -9.8% | +5.9% | -15.8% | -10.7% |
| YTD | -50.1% | +9.0% | -59.2% | -53.7% |
| 1Y | -58.1% | +19.3% | -77.3% | -65.2% |
| All | -58.1% | +19.4% | -77.5% | -65.2% |
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