-80.3%
FIG vs UL
0.0%
-80.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.0% | -4.7% | -5.6% |
| 7D | -16.4% | -1.3% | -15.1% | -16.3% |
| 30D | -2.3% | +0.9% | -3.2% | -2.5% |
| 3M | +7.8% | +14.2% | -6.4% | +10.9% |
| 6M | -21.8% | -3.2% | -18.7% | -22.5% |
| YTD | -39.1% | -0.3% | -38.8% | -40.6% |
| 1Y | -56.6% | -8.8% | -47.9% | -54.8% |
| All | -80.3% | 0.0% | -80.3% | -83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling