+25.9%
BAC vs FIGR
+1.6%
+24.3%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | 0.0% |
| 7D | -0.3% | +1.0% | -1.2% | -0.3% |
| 30D | -1.8% | +31.4% | -33.1% | -3.4% |
| 3M | +15.3% | +30.3% | -15.0% | +13.2% |
| 6M | +30.2% | -7.6% | +37.8% | +29.6% |
| YTD | +15.6% | -10.5% | +26.0% | +13.4% |
| All | +25.9% | +1.6% | +24.3% | +24.1% |
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