-80.9%
FIG vs BR
-30.0%
-51.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -2.9% | -3.0% |
| 7D | -14.5% | -5.0% | -9.4% | -10.7% |
| 30D | -13.3% | -2.5% | -10.9% | -11.2% |
| 3M | +7.4% | +13.5% | -6.1% | -1.8% |
| 6M | -27.8% | -9.4% | -18.4% | -30.5% |
| YTD | -41.1% | -23.3% | -17.8% | -44.6% |
| 1Y | -58.7% | -31.6% | -27.1% | -65.4% |
| All | -80.9% | -30.0% | -51.0% | -83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling