-80.9%
FIG vs BN
-13.8%
-67.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.3% | -2.0% |
| 7D | -14.5% | -3.0% | -11.5% | -12.6% |
| 30D | -13.3% | -13.0% | -0.3% | -4.8% |
| 3M | +7.4% | -15.2% | +22.6% | +19.8% |
| 6M | -27.8% | -5.9% | -21.9% | -27.0% |
| YTD | -41.1% | -15.8% | -25.3% | -35.0% |
| 1Y | -58.7% | -12.2% | -46.5% | -54.4% |
| All | -80.9% | -13.8% | -67.2% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling