-80.9%
FIG vs USFR
+4.4%
-85.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -14.5% | +0.1% | -14.5% | -14.9% |
| 30D | -13.3% | +0.3% | -13.6% | -16.3% |
| 3M | +7.4% | +1.0% | +6.4% | -3.5% |
| 6M | -27.8% | +1.9% | -29.7% | -34.5% |
| YTD | -41.1% | +2.7% | -43.8% | -53.8% |
| 1Y | -58.7% | +4.0% | -62.7% | -87.9% |
| All | -80.9% | +4.4% | -85.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling