-99.2%
BIYA vs FIGR
-29.9%
-69.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.5% |
| 7D | +9.0% | +11.0% | -2.0% | +5.3% |
| 30D | -12.9% | +0.7% | -13.6% | -14.0% |
| 3M | -54.7% | -20.9% | -33.8% | -52.4% |
| 6M | -85.1% | -37.7% | -47.3% | -84.0% |
| YTD | -96.9% | -38.2% | -58.6% | -96.3% |
| 1Y | -98.5% | -27.1% | -71.4% | -98.2% |
| All | -99.2% | -29.9% | -69.3% | -99.0% |
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