-83.7%
FIG vs BN
-7.2%
-76.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.7% |
| 7D | -13.1% | +5.3% | -18.5% | -15.7% |
| 30D | -13.0% | +11.9% | -24.9% | -19.0% |
| 3M | -21.5% | -5.7% | -15.8% | -18.1% |
| 6M | -2.5% | -10.6% | +8.1% | +4.5% |
| YTD | -49.7% | -9.4% | -40.3% | -46.9% |
| 1Y | -59.1% | -8.8% | -50.3% | -57.0% |
| All | -83.7% | -7.2% | -76.5% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling