-29.1%
BRO vs FIGR
-3.1%
-25.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | -0.3% |
| 7D | -7.3% | -3.0% | -4.3% | -7.4% |
| 30D | -6.9% | +13.7% | -20.5% | -6.6% |
| 3M | +10.7% | +23.9% | -13.2% | +11.2% |
| 6M | -2.7% | -8.4% | +5.7% | -2.7% |
| YTD | -16.3% | -14.6% | -1.7% | -15.8% |
| 1Y | -29.1% | +12.1% | -41.2% | -26.6% |
| All | -29.1% | -3.1% | -25.9% | -26.6% |
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 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