+13.6%
XLI vs FIG
-74.0%
+87.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | -2.3% | -12.2% | +9.9% | -2.4% |
| 30D | -8.2% | -11.0% | +2.8% | -8.2% |
| 3M | +0.8% | +11.9% | -11.1% | +1.1% |
| 6M | +0.8% | -21.9% | +22.7% | +1.7% |
| YTD | +10.5% | -40.8% | +51.3% | +12.1% |
| 1Y | +14.1% | -56.6% | +70.8% | +16.8% |
| All | +13.6% | -74.0% | +87.6% | +15.8% |
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