+185.3%
BE vs FIGR
-29.9%
+215.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.2% | -4.2% |
| 7D | +10.8% | +11.0% | -0.2% | +6.4% |
| 30D | -19.8% | +0.7% | -20.5% | -20.0% |
| 3M | -18.7% | -20.9% | +2.2% | -12.8% |
| 6M | -33.7% | -37.7% | +4.0% | -23.5% |
| YTD | +121.0% | -38.2% | +159.2% | +132.2% |
| 1Y | +85.4% | -27.1% | +112.5% | +83.5% |
| All | +185.3% | -29.9% | +215.3% | +203.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling