-84.0%
FIG vs U
+45.7%
-129.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +14.9% | -31.6% | -19.3% |
| 7D | -17.4% | +24.3% | -41.7% | -21.4% |
| 30D | -15.9% | +8.6% | -24.5% | -17.7% |
| 3M | -34.5% | +37.6% | -72.1% | -39.7% |
| 6M | -5.0% | +78.5% | -83.5% | -18.0% |
| YTD | -50.7% | +10.5% | -61.1% | -56.8% |
| 1Y | -58.1% | +15.2% | -73.3% | -63.4% |
| All | -84.0% | +45.7% | -129.7% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling