-80.9%
FIG vs BBWI
-38.2%
-42.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.3% | +3.0% | -2.8% |
| 7D | -14.5% | -4.4% | -10.0% | -14.1% |
| 30D | -13.3% | -7.4% | -5.9% | -12.9% |
| 3M | +7.4% | -2.2% | +9.6% | +7.3% |
| 6M | -27.8% | -16.3% | -11.5% | -26.4% |
| YTD | -41.1% | -9.1% | -32.0% | -40.4% |
| 1Y | -58.7% | -34.5% | -24.2% | -61.5% |
| All | -80.9% | -38.2% | -42.7% | -82.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling