-83.6%
FIG vs BAX
+11.9%
-95.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | -14.3% | -0.6% | -13.7% | -14.1% |
| 30D | -13.6% | +6.3% | -19.9% | -14.2% |
| 3M | -23.7% | -4.6% | -19.2% | -23.4% |
| 6M | -5.4% | +50.4% | -55.8% | -8.4% |
| YTD | -49.2% | +38.0% | -87.3% | -50.5% |
| 1Y | -57.4% | +44.6% | -102.0% | -58.3% |
| All | -83.6% | +11.9% | -95.4% | -80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling