-55.8%
FIG vs BKR
+42.5%
-98.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.2% | -4.1% | -4.4% |
| 7D | -16.3% | +1.7% | -18.1% | -16.2% |
| 30D | -14.3% | +3.3% | -17.7% | -14.2% |
| 3M | +7.2% | -3.6% | +10.7% | +7.6% |
| 6M | -18.6% | +5.0% | -23.7% | -18.5% |
| YTD | -35.5% | +40.9% | -76.4% | -38.0% |
| 1Y | -55.8% | +39.2% | -95.0% | -56.6% |
| All | -55.8% | +42.5% | -98.3% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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