-32.4%
BROS vs FIGR
+5.9%
-38.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | -6.6% | +14.9% | -21.4% | -7.3% |
| 30D | -12.3% | +32.3% | -44.6% | -13.9% |
| 3M | -22.2% | +34.8% | -57.0% | -23.8% |
| 6M | -14.3% | +16.8% | -31.1% | -15.8% |
| YTD | -26.6% | -6.7% | -19.9% | -26.9% |
| All | -32.4% | +5.9% | -38.3% | -32.4% |
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