-17.7%
BIDU vs FIGR
+5.9%
-23.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.4% | +14.9% | -17.3% | -3.8% |
| 30D | -16.0% | +32.3% | -48.2% | -18.5% |
| 3M | -24.0% | +34.8% | -58.8% | -26.6% |
| 6M | -24.9% | +16.8% | -41.7% | -26.9% |
| YTD | -29.6% | -6.7% | -22.9% | -32.7% |
| All | -17.7% | +5.9% | -23.6% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling