-58.5%
FIG vs UL
-9.2%
-49.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.8% |
| 7D | -3.8% | -3.4% | -0.4% | -3.8% |
| 30D | -2.3% | +0.5% | -2.8% | -2.4% |
| 3M | +20.0% | +7.2% | +12.7% | +22.9% |
| 6M | -16.7% | -3.1% | -13.6% | -17.4% |
| YTD | -37.9% | -2.7% | -35.2% | -39.5% |
| 1Y | -58.5% | -10.2% | -48.3% | -56.5% |
| All | -58.5% | -9.2% | -49.4% | -56.5% |
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