-80.3%
FIG vs USFR
+4.4%
-84.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -6.0% |
| 7D | -16.4% | +0.1% | -16.4% | -16.8% |
| 30D | -2.3% | +0.3% | -2.6% | -6.4% |
| 3M | +7.8% | +1.0% | +6.8% | -3.2% |
| 6M | -21.8% | +1.9% | -23.8% | -29.2% |
| YTD | -39.1% | +2.7% | -41.8% | -52.2% |
| 1Y | -56.6% | +4.0% | -60.7% | -88.6% |
| All | -80.3% | +4.4% | -84.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling