-80.8%
FIG vs BBY
+42.4%
-123.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -12.2% | +0.7% | -12.9% | -12.5% |
| 30D | -11.0% | +5.8% | -16.8% | -13.4% |
| 3M | +11.9% | +18.0% | -6.1% | +5.2% |
| 6M | -21.9% | +39.8% | -61.8% | -30.9% |
| YTD | -40.8% | +35.4% | -76.2% | -47.5% |
| 1Y | -56.6% | +21.4% | -78.0% | -62.1% |
| All | -80.8% | +42.4% | -123.2% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling