-51.7%
FIG vs BAX
+46.0%
-97.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.0% | +1.3% | +4.4% |
| 7D | -4.7% | +4.1% | -8.7% | -5.5% |
| 30D | +0.5% | +9.4% | -8.9% | -1.3% |
| 3M | -18.4% | -6.5% | -11.9% | -17.6% |
| 6M | +10.9% | +59.6% | -48.7% | +1.4% |
| YTD | -40.8% | +38.9% | -79.6% | -45.7% |
| 1Y | -51.7% | +48.0% | -99.7% | -57.1% |
| All | -51.7% | +46.0% | -97.7% | -57.1% |
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