+12.8%
XLI vs FIG
-77.1%
+89.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.4% |
| 7D | +3.8% | +3.4% | +0.4% | +3.8% |
| 30D | +1.0% | -9.5% | +10.5% | +1.0% |
| 3M | -8.9% | -26.2% | +17.3% | -9.1% |
| 6M | -2.3% | +2.7% | -5.0% | -2.1% |
| YTD | +9.7% | -48.0% | +57.6% | +11.2% |
| 1Y | +12.3% | -52.0% | +64.4% | +14.0% |
| All | +12.8% | -77.1% | +89.9% | +14.9% |
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 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