+38.1%
BP vs FIGR
-32.8%
+70.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.6% | -2.1% | +1.7% |
| 7D | -0.8% | +5.1% | -5.8% | -0.5% |
| 30D | -3.1% | -15.0% | +11.9% | -3.7% |
| 3M | +6.2% | -13.1% | +19.3% | +5.8% |
| 6M | +4.8% | -37.9% | +42.7% | +3.7% |
| YTD | +35.2% | -40.8% | +75.9% | +33.0% |
| 1Y | +27.4% | -33.1% | +60.5% | +24.8% |
| All | +38.1% | -32.8% | +70.9% | +35.6% |
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