-55.8%
FIG vs BR
-29.1%
-26.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.4% | -1.0% | -0.9% |
| 7D | -16.3% | -5.3% | -11.0% | -11.5% |
| 30D | -14.3% | +6.4% | -20.8% | -19.1% |
| 3M | +7.2% | +13.6% | -6.5% | -5.4% |
| 6M | -18.6% | -6.7% | -11.9% | -19.7% |
| YTD | -35.5% | -21.1% | -14.4% | -27.1% |
| 1Y | -55.8% | -29.6% | -26.2% | -39.2% |
| All | -55.8% | -29.1% | -26.7% | -39.2% |
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