-79.9%
FIG vs USFR
+4.5%
-84.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +3.9% |
| 7D | -3.8% | +0.1% | -4.0% | -5.1% |
| 30D | -2.3% | +0.4% | -2.7% | -6.3% |
| 3M | +20.0% | +1.0% | +18.9% | +6.8% |
| 6M | -16.7% | +2.0% | -18.7% | -25.6% |
| YTD | -37.9% | +2.8% | -40.7% | -51.8% |
| 1Y | -58.5% | +4.1% | -62.6% | -88.0% |
| All | -79.9% | +4.5% | -84.4% | -98.3% |
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