-80.3%
FIG vs BB
+109.9%
-190.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.2% | -7.9% | -6.0% |
| 7D | -16.4% | +0.5% | -16.9% | -16.4% |
| 30D | -2.3% | -12.4% | +10.0% | -0.9% |
| 3M | +7.8% | -15.3% | +23.1% | +8.2% |
| 6M | -21.8% | +128.8% | -150.6% | -41.6% |
| YTD | -39.1% | +107.7% | -146.8% | -53.4% |
| 1Y | -56.6% | +103.9% | -160.5% | -64.6% |
| All | -80.3% | +109.9% | -190.2% | -82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling