-55.8%
FIG vs BAX
+9.9%
-65.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.6% |
| 7D | -16.3% | -1.1% | -15.2% | -16.1% |
| 30D | -14.3% | -5.5% | -8.9% | -13.4% |
| 3M | +7.2% | +33.5% | -26.4% | +1.7% |
| 6M | -18.6% | +35.9% | -54.5% | -23.6% |
| YTD | -35.5% | +35.4% | -70.8% | -40.0% |
| 1Y | -55.8% | +9.8% | -65.5% | -56.9% |
| All | -55.8% | +9.9% | -65.7% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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