-22.0%
BA vs FIGR
-29.9%
+7.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.1% |
| 7D | -1.1% | +11.0% | -12.1% | -1.9% |
| 30D | -7.1% | +0.7% | -7.8% | -7.3% |
| 3M | -25.5% | -20.9% | -4.7% | -24.8% |
| 6M | -28.7% | -37.7% | +9.0% | -27.4% |
| YTD | -21.0% | -38.2% | +17.2% | -21.0% |
| 1Y | -11.9% | -27.1% | +15.2% | -13.6% |
| All | -22.0% | -29.9% | +7.9% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling