-83.6%
FIG vs RF
+17.0%
-100.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +2.6% | +0.4% | +2.3% | +2.5% |
| 30D | -13.1% | +5.6% | -18.6% | -13.6% |
| 3M | -20.3% | -8.9% | -11.5% | -19.3% |
| 6M | -2.1% | +7.1% | -9.2% | -2.7% |
| YTD | -49.4% | +8.3% | -57.7% | -50.3% |
| 1Y | -57.0% | +16.8% | -73.8% | -58.4% |
| All | -83.6% | +17.0% | -100.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling