-80.9%
FIG vs BLK
-0.7%
-80.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.1% | -2.1% |
| 7D | -14.5% | -2.7% | -11.8% | -13.1% |
| 30D | -13.3% | -4.8% | -8.6% | -10.8% |
| 3M | +7.4% | +6.5% | +0.9% | +3.8% |
| 6M | -27.8% | +13.1% | -40.9% | -34.6% |
| YTD | -41.1% | +1.8% | -42.9% | -41.9% |
| 1Y | -58.7% | -1.0% | -57.8% | -57.7% |
| All | -80.9% | -0.7% | -80.2% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 all: compounded portfolio wealth divided by compounded BLK 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…
all analysis · Full analysis span regression · 6 months rolling