-2.8%
BLK vs FIGR
-3.1%
+0.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.3% | +2.1% |
| 7D | -3.3% | -3.0% | -0.3% | -3.1% |
| 30D | -6.5% | +13.7% | -20.2% | -8.0% |
| 3M | +6.7% | +23.9% | -17.1% | +3.7% |
| 6M | +14.7% | -8.4% | +23.2% | +14.0% |
| YTD | +2.5% | -14.6% | +17.1% | +2.0% |
| 1Y | -2.8% | +12.1% | -14.9% | -2.4% |
| All | -2.8% | -3.1% | +0.4% | -2.4% |
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