-79.1%
FIG vs B
+116.4%
-195.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.2% | -2.2% | -4.4% |
| 7D | -16.3% | -1.6% | -14.7% | -16.3% |
| 30D | -14.3% | +9.4% | -23.7% | -14.1% |
| 3M | +7.2% | +5.0% | +2.2% | +7.6% |
| 6M | -18.6% | -3.5% | -15.1% | -17.6% |
| YTD | -35.5% | +4.5% | -39.9% | -35.7% |
| 1Y | -55.8% | +67.8% | -123.6% | -56.0% |
| All | -79.1% | +116.4% | -195.5% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling