-52.0%
FIG vs B
+2.6%
-54.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.8% |
| 7D | +3.4% | -7.3% | +10.7% | +3.7% |
| 30D | -9.5% | -3.3% | -6.1% | -9.4% |
| 3M | -26.2% | -7.8% | -18.4% | -25.9% |
| 6M | +2.7% | -15.5% | +18.2% | +3.2% |
| YTD | -48.0% | -12.3% | -35.7% | -49.2% |
| 1Y | -52.0% | +5.4% | -57.4% | -57.0% |
| All | -52.0% | +2.6% | -54.6% | -57.0% |
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