-55.8%
FIG vs BP
+34.1%
-89.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.9% | -4.3% |
| 7D | -16.3% | +3.9% | -20.2% | -16.1% |
| 30D | -14.3% | +7.6% | -21.9% | -13.8% |
| 3M | +7.2% | +0.7% | +6.5% | +6.2% |
| 6M | -18.6% | +15.5% | -34.1% | -16.0% |
| YTD | -35.5% | +30.8% | -66.3% | -34.1% |
| 1Y | -55.8% | +34.3% | -90.1% | -55.5% |
| All | -55.8% | +34.1% | -89.9% | -55.5% |
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