+52.1%
BWA vs FIGR
-3.1%
+55.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +1.5% |
| 7D | -1.3% | -3.0% | +1.7% | -1.3% |
| 30D | -2.9% | +13.7% | -16.6% | -3.0% |
| 3M | -10.7% | +23.9% | -34.6% | -10.8% |
| 6M | +26.5% | -8.4% | +34.9% | +25.9% |
| YTD | +49.1% | -14.6% | +63.7% | +47.7% |
| 1Y | +52.1% | +12.1% | +40.0% | +50.2% |
| All | +52.1% | -3.1% | +55.2% | +50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling