-69.4%
BTDR vs FIGR
-41.8%
-27.6%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.2% | -9.8% | -7.3% |
| 7D | -17.6% | -1.3% | -16.2% | -17.0% |
| 30D | -40.3% | -17.6% | -22.6% | -35.6% |
| 3M | -42.6% | -16.7% | -25.9% | -38.0% |
| 6M | -46.3% | -36.1% | -10.2% | -37.2% |
| YTD | -41.7% | -43.6% | +1.9% | -36.2% |
| 1Y | -69.4% | -39.8% | -29.6% | -67.4% |
| All | -69.4% | -41.8% | -27.6% | -67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling