-83.2%
FIG vs U
+57.6%
-140.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.2% | -2.4% | +1.9% |
| 7D | +3.4% | +2.6% | +0.8% | +2.9% |
| 30D | -9.5% | +27.6% | -37.0% | -14.0% |
| 3M | -26.2% | +15.3% | -41.5% | -28.7% |
| 6M | +2.7% | +96.4% | -93.7% | -12.8% |
| YTD | -48.0% | +19.6% | -67.5% | -55.0% |
| 1Y | -52.0% | +42.1% | -94.2% | -58.2% |
| All | -83.2% | +57.6% | -140.8% | -82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling