-84.0%
FIG vs B
+95.1%
-179.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.5% | -17.2% | -16.7% |
| 7D | -17.4% | +4.3% | -21.7% | -17.5% |
| 30D | -15.9% | -0.9% | -15.0% | -16.1% |
| 3M | -34.5% | -1.4% | -33.1% | -34.6% |
| 6M | -5.0% | +5.0% | -10.1% | -5.9% |
| YTD | -50.7% | -5.8% | -44.8% | -51.0% |
| 1Y | -58.1% | +25.6% | -83.7% | -59.7% |
| All | -84.0% | +95.1% | -179.1% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling