-21.2%
BA vs FIGR
-35.2%
+14.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.8% | +5.4% | +0.9% |
| 7D | 0.0% | +5.6% | -5.6% | -0.4% |
| 30D | -8.9% | -18.2% | +9.3% | -7.8% |
| 3M | -25.5% | -19.0% | -6.5% | -25.0% |
| 6M | -27.0% | -38.0% | +11.0% | -25.5% |
| YTD | -20.1% | -42.9% | +22.7% | -19.7% |
| 1Y | -11.0% | -37.9% | +26.9% | -11.5% |
| All | -21.2% | -35.2% | +14.0% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 10y: compounded portfolio wealth divided by compounded FIGR 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…
10y analysis · Full analysis span regression · 6 months rolling