-58.1%
FIG vs BBWI
-2.2%
-55.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.9% |
| 7D | -11.4% | -4.2% | -7.2% | -10.5% |
| 30D | -17.2% | +24.9% | -42.1% | -19.1% |
| 3M | -26.6% | +13.2% | -39.8% | -27.8% |
| 6M | -9.8% | +12.1% | -21.9% | -11.1% |
| YTD | -50.1% | +11.1% | -61.2% | -50.7% |
| 1Y | -58.1% | +0.7% | -58.8% | -58.1% |
| All | -58.1% | -2.2% | -55.9% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling