+9.8%
BAC vs FIG
-77.2%
+87.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.9% | +2.2% |
| 7D | +2.0% | -12.6% | +14.6% | +2.3% |
| 30D | -6.9% | -13.8% | +6.8% | -6.6% |
| 3M | -19.6% | -16.7% | -2.9% | -19.4% |
| 6M | -0.5% | -6.1% | +5.6% | -1.0% |
| YTD | -6.6% | -48.1% | +41.5% | -5.1% |
| 1Y | -3.0% | -56.2% | +53.2% | -0.9% |
| All | +9.8% | -77.2% | +87.0% | +13.5% |
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