+2.7%
BAC vs FIGR
-29.9%
+32.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.1% |
| 7D | +3.2% | +11.0% | -7.7% | +2.6% |
| 30D | -0.7% | +0.7% | -1.4% | -0.9% |
| 3M | -20.0% | -20.9% | +0.9% | -19.5% |
| 6M | +3.4% | -37.7% | +41.2% | +5.0% |
| YTD | -5.7% | -38.2% | +32.5% | -6.2% |
| 1Y | -1.4% | -27.1% | +25.6% | -2.5% |
| All | +2.7% | -29.9% | +32.6% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling