-51.7%
FIG vs BR
-14.2%
-37.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.0% | +2.2% | +2.1% |
| 7D | -4.7% | +7.0% | -11.6% | -11.0% |
| 30D | +0.5% | +19.0% | -18.4% | -15.7% |
| 3M | -18.4% | +13.1% | -31.5% | -27.8% |
| 6M | +10.9% | +24.6% | -13.8% | -10.9% |
| YTD | -40.8% | -13.6% | -27.2% | -41.7% |
| 1Y | -51.7% | -13.1% | -38.6% | -52.0% |
| All | -51.7% | -14.2% | -37.4% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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