-80.9%
FIG vs UL
-1.7%
-79.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -3.1% |
| 7D | -14.5% | -3.2% | -11.2% | -14.3% |
| 30D | -13.3% | -0.6% | -12.7% | -13.4% |
| 3M | +7.4% | +9.4% | -2.0% | +9.7% |
| 6M | -27.8% | -4.1% | -23.7% | -28.1% |
| YTD | -41.1% | -2.0% | -39.1% | -42.4% |
| 1Y | -58.7% | -9.0% | -49.8% | -57.7% |
| All | -80.9% | -1.7% | -79.3% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling