+103.7%
TER vs FIG
-77.9%
+181.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.0% | +0.6% | +2.7% |
| 7D | -20.5% | -13.1% | -7.3% | -21.4% |
| 30D | -47.0% | -13.0% | -34.0% | -47.5% |
| 3M | -43.3% | -21.5% | -21.8% | -44.1% |
| 6M | -42.9% | -2.5% | -40.4% | -42.4% |
| YTD | +12.9% | -49.7% | +62.5% | +19.8% |
| 1Y | +18.2% | -59.1% | +77.3% | +26.9% |
| All | +103.7% | -77.9% | +181.6% | +117.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling