-83.7%
FIG vs BP
+49.1%
-132.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.0% |
| 7D | -13.1% | -11.6% | -1.5% | -14.6% |
| 30D | -13.0% | 0.0% | -13.0% | -13.0% |
| 3M | -21.5% | +6.7% | -28.3% | -20.6% |
| 6M | -2.5% | +2.2% | -4.6% | -3.2% |
| YTD | -49.7% | +33.0% | -82.6% | -44.5% |
| 1Y | -59.1% | +30.7% | -89.8% | -54.9% |
| All | -83.7% | +49.1% | -132.8% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling