-80.9%
FIG vs BP
+53.0%
-133.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.0% | -2.9% |
| 7D | -14.5% | +4.0% | -18.4% | -13.8% |
| 30D | -13.3% | +7.8% | -21.2% | -12.1% |
| 3M | +7.4% | +8.4% | -1.0% | +7.7% |
| 6M | -27.8% | +15.1% | -42.8% | -24.4% |
| YTD | -41.1% | +36.4% | -77.5% | -34.8% |
| 1Y | -58.7% | +40.9% | -99.6% | -53.3% |
| All | -80.9% | +53.0% | -133.9% | -71.9% |
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