-3.5%
BAC vs FIGR
-34.7%
+31.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.7% | -0.2% |
| 7D | -1.9% | +5.1% | -6.9% | -2.2% |
| 30D | -7.2% | -15.0% | +7.8% | -6.5% |
| 3M | -20.4% | -13.1% | -7.3% | -20.4% |
| 6M | +1.3% | -37.9% | +39.2% | +2.9% |
| YTD | -6.4% | -40.8% | +34.4% | -7.2% |
| 1Y | -3.5% | -33.1% | +29.6% | -4.4% |
| All | -3.5% | -34.7% | +31.2% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling