+99.0%
BB vs FIGR
-0.1%
+99.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -5.6% | -0.2% | -5.4% | -5.6% |
| 30D | -11.8% | +25.2% | -37.0% | -13.4% |
| 3M | -25.5% | +14.8% | -40.3% | -26.5% |
| 6M | +121.3% | +17.9% | +103.3% | +114.7% |
| YTD | +103.2% | -11.9% | +115.1% | +97.9% |
| All | +99.0% | -0.1% | +99.1% | +88.1% |
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 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