+43.2%
TER vs FIG
-52.3%
+95.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +5.2% | -12.0% | -5.7% |
| 7D | -19.9% | -4.7% | -15.2% | -20.5% |
| 30D | -43.5% | +0.5% | -44.1% | -43.2% |
| 3M | -37.8% | -18.4% | -19.4% | -39.1% |
| 6M | -25.6% | +10.9% | -36.4% | -20.7% |
| YTD | +29.8% | -40.8% | +70.6% | +59.7% |
| 1Y | +43.2% | -51.7% | +94.9% | +97.7% |
| All | +43.2% | -52.3% | +95.4% | +97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 1y: compounded portfolio wealth divided by compounded FIG 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…
1y analysis · Full analysis span regression · 6 months rolling