-83.9%
FIG vs BP
+49.3%
-133.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -3.9% | -4.0% |
| 7D | -11.4% | -6.3% | -5.1% | -12.3% |
| 30D | -17.2% | -3.6% | -13.6% | -17.6% |
| 3M | -26.6% | +5.2% | -31.9% | -25.9% |
| 6M | -9.8% | +5.3% | -15.1% | -9.8% |
| YTD | -50.1% | +33.1% | -83.3% | -45.1% |
| 1Y | -58.1% | +26.3% | -84.3% | -54.7% |
| All | -83.9% | +49.3% | -133.2% | -76.3% |
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