-51.7%
FIG vs U
+17.5%
-69.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.9% | +0.3% | +3.9% |
| 7D | -4.7% | +7.5% | -12.1% | -6.6% |
| 30D | +0.5% | -7.0% | +7.6% | +2.3% |
| 3M | -18.4% | +20.6% | -39.0% | -23.8% |
| 6M | +10.9% | +53.2% | -42.3% | -4.2% |
| YTD | -40.8% | -3.9% | -36.9% | -46.0% |
| 1Y | -51.7% | +18.4% | -70.1% | -56.3% |
| All | -51.7% | +17.5% | -69.2% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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