-51.7%
FIG vs BKR
+5.7%
-57.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.5% | +10.8% | +4.2% |
| 7D | -4.7% | -8.8% | +4.1% | -6.2% |
| 30D | +0.5% | -13.1% | +13.6% | -1.6% |
| 3M | -18.4% | -18.9% | +0.5% | -21.0% |
| 6M | +10.9% | -27.2% | +38.1% | +7.1% |
| YTD | -40.8% | +10.7% | -51.5% | -43.7% |
| 1Y | -51.7% | +9.7% | -61.4% | -54.2% |
| All | -51.7% | +5.7% | -57.4% | -54.2% |
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