-52.0%
FIG vs BP
+31.6%
-83.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.9% |
| 7D | +3.4% | +3.8% | -0.4% | +3.7% |
| 30D | -9.5% | -5.3% | -4.2% | -9.9% |
| 3M | -26.2% | +9.3% | -35.4% | -25.5% |
| 6M | +2.7% | +7.2% | -4.5% | +2.1% |
| YTD | -48.0% | +38.0% | -86.0% | -44.2% |
| 1Y | -52.0% | +33.2% | -85.2% | -48.2% |
| All | -52.0% | +31.6% | -83.7% | -48.2% |
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