-18.3%
BTDR vs FIGR
+1.6%
-19.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -4.1% | -2.4% | -5.0% |
| 7D | -3.2% | +1.0% | -4.2% | -3.5% |
| 30D | +32.7% | +31.4% | +1.3% | +20.9% |
| 3M | -28.4% | +30.3% | -58.7% | -34.3% |
| 6M | +51.7% | -7.6% | +59.3% | +51.9% |
| YTD | +2.9% | -10.5% | +13.3% | -2.4% |
| All | -18.3% | +1.6% | -19.9% | -18.6% |
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 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