-12.3%
BTDR vs FIGR
-0.1%
-12.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.6% | +4.2% |
| 7D | +20.0% | -0.2% | +20.2% | +20.1% |
| 30D | +11.9% | +25.2% | -13.2% | +3.6% |
| 3M | -36.9% | +14.8% | -51.7% | -39.8% |
| 6M | +56.5% | +17.9% | +38.6% | +45.4% |
| YTD | +10.4% | -11.9% | +22.4% | +5.4% |
| All | -12.3% | -0.1% | -12.1% | -12.1% |
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