+50.3%
TER vs FIG
-56.7%
+107.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.8% | +6.5% | +8.6% |
| 7D | +5.9% | -14.3% | +20.2% | +3.0% |
| 30D | -30.8% | -13.6% | -17.1% | -32.2% |
| 3M | -29.9% | -23.7% | -6.2% | -32.4% |
| 6M | -27.5% | -5.4% | -22.1% | -25.0% |
| YTD | +37.5% | -49.2% | +86.7% | +70.4% |
| 1Y | +50.3% | -57.4% | +107.6% | +112.7% |
| All | +50.3% | -56.7% | +107.0% | +112.7% |
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