-56.6%
FIG vs UL
-10.0%
-46.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.6% |
| 7D | -12.2% | -4.1% | -8.1% | -12.1% |
| 30D | -11.0% | -1.2% | -9.8% | -11.0% |
| 3M | +11.9% | +6.0% | +5.9% | +14.2% |
| 6M | -21.9% | -5.5% | -16.4% | -23.1% |
| YTD | -40.8% | -3.3% | -37.4% | -42.2% |
| 1Y | -56.6% | -9.8% | -46.8% | -50.4% |
| All | -56.6% | -10.0% | -46.7% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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