-79.1%
FIG vs BB
+105.3%
-184.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -16.3% | -5.6% | -10.7% | -15.6% |
| 30D | -14.3% | -11.8% | -2.5% | -13.0% |
| 3M | +7.2% | -25.5% | +32.7% | +10.9% |
| 6M | -18.6% | +121.3% | -139.9% | -38.7% |
| YTD | -35.5% | +103.2% | -138.6% | -50.4% |
| 1Y | -55.8% | +102.6% | -158.4% | -63.3% |
| All | -79.1% | +105.3% | -184.5% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling