-55.8%
FIG vs BNY
+59.6%
-115.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.5% |
| 7D | -16.3% | +1.4% | -17.7% | -16.7% |
| 30D | -14.3% | +3.8% | -18.2% | -15.7% |
| 3M | +7.2% | +14.9% | -7.8% | -1.0% |
| 6M | -18.6% | +40.3% | -59.0% | -36.0% |
| YTD | -35.5% | +43.8% | -79.2% | -51.2% |
| 1Y | -55.8% | +58.9% | -114.7% | -70.6% |
| All | -55.8% | +59.6% | -115.4% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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