+247.3%
TER vs FIG
-73.2%
+320.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.7% | +9.9% | +3.6% |
| 7D | +11.0% | -16.4% | +27.3% | +9.1% |
| 30D | -1.9% | -2.3% | +0.4% | -1.7% |
| 3M | -0.7% | +7.8% | -8.5% | +2.3% |
| 6M | +36.4% | -21.8% | +58.2% | +42.5% |
| YTD | +92.4% | -39.1% | +131.6% | +107.1% |
| 1Y | +213.5% | -56.6% | +270.2% | +249.6% |
| All | +247.3% | -73.2% | +320.6% | +276.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling