-80.9%
FIG vs BB
+106.7%
-187.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.7% | -3.0% |
| 7D | -14.5% | +1.8% | -16.3% | -14.7% |
| 30D | -13.3% | -12.2% | -1.1% | -12.0% |
| 3M | +7.4% | -12.3% | +19.7% | +6.7% |
| 6M | -27.8% | +122.7% | -150.5% | -45.7% |
| YTD | -41.1% | +104.5% | -145.6% | -54.8% |
| 1Y | -58.7% | +106.7% | -165.4% | -65.3% |
| All | -80.9% | +106.7% | -187.6% | -83.4% |
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