-83.9%
FIG vs BB
+143.7%
-227.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.8% |
| 7D | -11.4% | +11.6% | -23.0% | -12.8% |
| 30D | -17.2% | +2.6% | -19.8% | -17.9% |
| 3M | -26.6% | +3.5% | -30.1% | -27.8% |
| 6M | -9.8% | +43.5% | -53.3% | -21.0% |
| YTD | -50.1% | +141.2% | -191.3% | -62.9% |
| 1Y | -58.1% | +97.4% | -155.5% | -67.6% |
| All | -83.9% | +143.7% | -227.6% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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