-83.6%
FIG vs BP
+51.6%
-135.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +2.0% |
| 7D | -14.3% | -0.8% | -13.5% | -14.4% |
| 30D | -13.6% | -3.1% | -10.5% | -14.0% |
| 3M | -23.7% | +6.2% | -29.9% | -22.9% |
| 6M | -5.4% | +4.8% | -10.2% | -5.7% |
| YTD | -49.2% | +35.2% | -84.4% | -44.0% |
| 1Y | -57.4% | +27.4% | -84.8% | -54.0% |
| All | -83.6% | +51.6% | -135.1% | -75.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling