-31.6%
BABA vs FIGR
-31.9%
+0.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.9% | -11.6% | -4.2% |
| 7D | +3.8% | +12.5% | -8.7% | +2.9% |
| 30D | -5.4% | -14.1% | +8.7% | -4.6% |
| 3M | -17.9% | -14.3% | -3.6% | -17.8% |
| 6M | -24.1% | -34.8% | +10.8% | -22.9% |
| YTD | -27.4% | -40.0% | +12.5% | -28.4% |
| 1Y | -36.1% | -32.9% | -3.1% | -37.7% |
| All | -31.6% | -31.9% | +0.3% | -31.8% |
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