-55.8%
FIG vs BG
+50.1%
-105.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.5% |
| 7D | -16.3% | +2.8% | -19.1% | -16.0% |
| 30D | -14.3% | +12.0% | -26.4% | -13.0% |
| 3M | +7.2% | -7.7% | +14.8% | +6.6% |
| 6M | -18.6% | +4.5% | -23.1% | -17.3% |
| YTD | -35.5% | +35.7% | -71.1% | -34.0% |
| 1Y | -55.8% | +50.1% | -105.9% | -54.6% |
| All | -55.8% | +50.1% | -105.9% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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