-79.1%
FIG vs USFR
+4.3%
-83.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.5% |
| 7D | -16.3% | +0.1% | -16.4% | -16.8% |
| 30D | -14.3% | +0.3% | -14.6% | -17.9% |
| 3M | +7.2% | +1.0% | +6.2% | -3.8% |
| 6M | -18.6% | +1.9% | -20.6% | -26.1% |
| YTD | -35.5% | +2.6% | -38.1% | -49.2% |
| 1Y | -55.8% | +4.0% | -59.8% | -89.2% |
| All | -79.1% | +4.3% | -83.5% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling