-83.2%
FIG vs BAX
+12.1%
-95.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +2.7% |
| 7D | -12.6% | +9.0% | -21.7% | -13.5% |
| 30D | -13.8% | +8.5% | -22.2% | -14.6% |
| 3M | -16.7% | -4.1% | -12.6% | -16.4% |
| 6M | -6.1% | +46.9% | -53.0% | -8.9% |
| YTD | -48.1% | +38.4% | -86.5% | -49.4% |
| 1Y | -56.2% | +47.0% | -103.2% | -57.0% |
| All | -83.2% | +12.1% | -95.4% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling