-83.2%
FIG vs BR
-19.8%
-63.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.4% |
| 7D | +3.4% | +1.1% | +2.3% | +2.5% |
| 30D | -9.5% | +14.4% | -23.8% | -19.3% |
| 3M | -26.2% | +12.4% | -38.6% | -33.2% |
| 6M | +2.7% | +35.4% | -32.8% | -17.1% |
| YTD | -48.0% | -12.2% | -35.8% | -56.5% |
| 1Y | -52.0% | -12.7% | -39.3% | -60.0% |
| All | -83.2% | -19.8% | -63.4% | -86.8% |
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