+130.0%
BB vs FIGR
-29.9%
+159.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.7% | -2.2% |
| 7D | +1.8% | +11.0% | -9.1% | +0.7% |
| 30D | +8.1% | +0.7% | +7.5% | +7.9% |
| 3M | -1.0% | -20.9% | +19.9% | +0.4% |
| 6M | +45.9% | -37.7% | +83.6% | +49.7% |
| YTD | +134.8% | -38.2% | +173.1% | +134.2% |
| 1Y | +104.6% | -27.1% | +131.7% | +96.8% |
| All | +130.0% | -29.9% | +159.9% | +122.6% |
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