-57.0%
FIG vs B
+7.9%
-64.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.9% | -0.1% |
| 7D | +2.6% | -6.2% | +8.8% | +2.9% |
| 30D | -13.1% | -6.6% | -6.4% | -13.0% |
| 3M | -20.3% | -7.9% | -12.5% | -20.0% |
| 6M | -2.1% | -16.8% | +14.7% | -1.4% |
| YTD | -49.4% | -11.7% | -37.7% | -51.1% |
| 1Y | -57.0% | +3.5% | -60.5% | -62.0% |
| All | -57.0% | +7.9% | -64.9% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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