-28.4%
BAH vs FIGR
+5.9%
-34.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -1.3% | +14.9% | -16.2% | -1.4% |
| 30D | -6.6% | +32.3% | -38.9% | -6.7% |
| 3M | -7.2% | +34.8% | -41.9% | -7.3% |
| 6M | -10.0% | +16.8% | -26.8% | -10.5% |
| YTD | -12.5% | -6.7% | -5.8% | -11.5% |
| All | -28.4% | +5.9% | -34.3% | -27.5% |
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