-58.5%
FIG vs BKR
+28.9%
-87.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.6% | +5.4% | +4.7% |
| 7D | -3.8% | -7.0% | +3.2% | -4.3% |
| 30D | -2.3% | -8.1% | +5.8% | -2.8% |
| 3M | +20.0% | -6.6% | +26.6% | +20.0% |
| 6M | -16.7% | +0.9% | -17.5% | -17.3% |
| YTD | -37.9% | +31.1% | -69.0% | -41.7% |
| 1Y | -58.5% | +27.7% | -86.2% | -59.5% |
| All | -58.5% | +28.9% | -87.4% | -59.5% |
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