-80.3%
FIG vs BP
+50.3%
-130.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +2.4% | -8.1% | -5.3% |
| 7D | -16.4% | +0.9% | -17.3% | -16.2% |
| 30D | -2.3% | +9.1% | -11.5% | -0.8% |
| 3M | +7.8% | +3.9% | +3.9% | +7.5% |
| 6M | -21.8% | +13.6% | -35.5% | -18.2% |
| YTD | -39.1% | +34.0% | -73.1% | -32.8% |
| 1Y | -56.6% | +39.2% | -95.8% | -50.5% |
| All | -80.3% | +50.3% | -130.6% | -71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling