-83.2%
FIG vs USFR
+5.2%
-88.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.7% |
| 7D | +3.4% | +0.1% | +3.3% | +3.1% |
| 30D | -9.5% | +0.4% | -9.8% | -11.6% |
| 3M | -26.2% | +1.1% | -27.2% | -32.7% |
| 6M | +2.7% | +2.0% | +0.7% | -14.1% |
| YTD | -48.0% | +3.5% | -51.4% | -61.6% |
| 1Y | -52.0% | +4.1% | -56.1% | -71.8% |
| All | -83.2% | +5.2% | -88.4% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling