-80.3%
FIG vs BAX
+5.6%
-85.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.8% | -1.9% | -5.3% |
| 7D | -16.4% | -2.4% | -13.9% | -16.1% |
| 30D | -2.3% | -9.7% | +7.4% | -1.3% |
| 3M | +7.8% | +29.3% | -21.4% | +6.1% |
| 6M | -21.8% | +40.7% | -62.5% | -24.1% |
| YTD | -39.1% | +30.3% | -69.4% | -40.2% |
| 1Y | -56.6% | +3.4% | -60.0% | -61.8% |
| All | -80.3% | +5.6% | -85.9% | -76.8% |
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 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