-83.7%
FIG vs BB
+133.1%
-216.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.4% | -2.4% | +1.3% |
| 7D | -13.1% | +3.8% | -16.9% | -13.5% |
| 30D | -13.0% | -0.3% | -12.7% | -13.3% |
| 3M | -21.5% | -0.5% | -21.1% | -22.2% |
| 6M | -2.5% | +45.9% | -48.4% | -15.3% |
| YTD | -49.7% | +130.6% | -180.3% | -62.3% |
| 1Y | -59.1% | +89.2% | -148.3% | -68.2% |
| All | -83.7% | +133.1% | -216.8% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling