-2.6%
BAX vs FIGR
-3.1%
+0.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.1% | -1.5% |
| 7D | -7.9% | -3.0% | -4.8% | -7.8% |
| 30D | -11.7% | +13.7% | -25.3% | -11.9% |
| 3M | +16.2% | +23.9% | -7.7% | +15.5% |
| 6M | +32.0% | -8.4% | +40.4% | +31.2% |
| YTD | +24.7% | -14.6% | +39.3% | +24.2% |
| 1Y | -2.6% | +12.1% | -14.7% | -2.1% |
| All | -2.6% | -3.1% | +0.5% | -2.1% |
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