-79.9%
FIG vs BBY
+46.8%
-126.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.1% | +1.7% | +3.7% |
| 7D | -3.8% | +0.6% | -4.4% | -4.0% |
| 30D | -2.3% | +9.4% | -11.7% | -6.1% |
| 3M | +20.0% | +19.3% | +0.6% | +12.4% |
| 6M | -16.7% | +47.9% | -64.6% | -27.5% |
| YTD | -37.9% | +39.6% | -77.5% | -45.6% |
| 1Y | -58.5% | +22.2% | -80.7% | -65.1% |
| All | -79.9% | +46.8% | -126.7% | -78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling