-79.1%
FIG vs BND
+2.7%
-81.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -16.3% | -0.1% | -16.2% | -16.1% |
| 30D | -14.3% | -0.4% | -14.0% | -13.9% |
| 3M | +7.2% | -0.6% | +7.8% | +7.5% |
| 6M | -18.6% | -1.4% | -17.2% | -16.9% |
| YTD | -35.5% | -0.2% | -35.2% | -35.4% |
| 1Y | -55.8% | +1.3% | -57.1% | -57.2% |
| All | -79.1% | +2.7% | -81.9% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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