-46.0%
BROS vs FIGR
-29.9%
-16.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.8% | +8.2% | +6.6% |
| 7D | +6.3% | +11.0% | -4.7% | +5.5% |
| 30D | -8.3% | +0.7% | -9.0% | -8.5% |
| 3M | -29.8% | -20.9% | -8.9% | -29.3% |
| 6M | -25.8% | -37.7% | +11.9% | -24.6% |
| YTD | -41.4% | -38.2% | -3.1% | -40.6% |
| 1Y | -35.2% | -27.1% | -8.1% | -34.4% |
| All | -46.0% | -29.9% | -16.1% | -45.0% |
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