-51.7%
FIG vs BP
+35.3%
-86.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.2% | +9.4% | +4.8% |
| 7D | -4.7% | -8.4% | +3.7% | -5.5% |
| 30D | +0.5% | +2.2% | -1.7% | +0.6% |
| 3M | -18.4% | +8.8% | -27.2% | -17.5% |
| 6M | +10.9% | -0.5% | +11.4% | +9.2% |
| YTD | -40.8% | +36.2% | -77.0% | -36.8% |
| 1Y | -51.7% | +36.6% | -88.3% | -49.7% |
| All | -51.7% | +35.3% | -86.9% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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