-58.7%
FIG vs BP
+39.3%
-98.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.8% | -5.0% | -3.1% |
| 7D | -14.5% | +4.0% | -18.4% | -14.2% |
| 30D | -13.3% | +7.8% | -21.2% | -12.8% |
| 3M | +7.4% | +8.4% | -1.0% | +6.8% |
| 6M | -27.8% | +15.1% | -42.8% | -25.9% |
| YTD | -41.1% | +36.4% | -77.5% | -39.7% |
| 1Y | -58.7% | +40.9% | -99.6% | -58.3% |
| All | -58.7% | +39.3% | -98.0% | -58.3% |
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 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