-13.9%
BAH vs FIGR
-29.9%
+16.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.3% |
| 7D | +1.7% | +11.0% | -9.3% | +1.8% |
| 30D | +20.8% | +0.7% | +20.1% | +20.9% |
| 3M | +11.6% | -20.9% | +32.5% | +11.8% |
| 6M | +23.1% | -37.7% | +60.8% | +23.8% |
| YTD | +5.3% | -38.2% | +43.5% | +6.6% |
| 1Y | +6.1% | -27.1% | +33.2% | +7.2% |
| All | -13.9% | -29.9% | +16.0% | -12.7% |
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 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