-98.6%
BIYA vs FIGR
+6.3%
-104.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.4% | -6.4% | -1.9% |
| 7D | +2.7% | +13.5% | -10.8% | -1.2% |
| 30D | -18.7% | +33.7% | -52.4% | -26.6% |
| 3M | -72.0% | +37.3% | -109.4% | -75.0% |
| 6M | -86.4% | +25.5% | -111.9% | -87.7% |
| YTD | -94.2% | -6.3% | -87.9% | -93.8% |
| All | -98.6% | +6.3% | -104.9% | -98.4% |
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