+18.8%
TER vs FIG
-58.0%
+76.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.9% |
| 7D | -20.5% | -13.1% | -7.3% | -22.2% |
| 30D | -47.0% | -13.0% | -34.0% | -48.0% |
| 3M | -43.3% | -21.5% | -21.8% | -44.8% |
| 6M | -42.9% | -2.5% | -40.4% | -41.1% |
| YTD | +12.9% | -49.7% | +62.5% | +39.3% |
| All | +18.8% | -58.0% | +76.7% | +66.8% |
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 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