+94.8%
BB vs FIGR
+1.6%
+93.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -2.4% |
| 7D | -2.1% | +1.0% | -3.1% | -2.2% |
| 30D | -16.0% | +31.4% | -47.4% | -17.9% |
| 3M | -14.5% | +30.3% | -44.8% | -16.5% |
| 6M | +118.6% | -7.6% | +126.2% | +117.7% |
| YTD | +98.9% | -10.5% | +109.4% | +93.5% |
| All | +94.8% | +1.6% | +93.2% | +83.9% |
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