-80.9%
FIG vs BAX
+3.6%
-84.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -3.0% |
| 7D | -14.5% | -5.1% | -9.4% | -14.0% |
| 30D | -13.3% | -12.2% | -1.1% | -12.1% |
| 3M | +7.4% | +21.8% | -14.4% | +6.1% |
| 6M | -27.8% | +36.3% | -64.1% | -29.7% |
| YTD | -41.1% | +27.8% | -68.9% | -42.1% |
| 1Y | -58.7% | -0.1% | -58.7% | -64.2% |
| All | -80.9% | +3.6% | -84.5% | -77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling