-24.2%
BX vs FIGR
+6.3%
-30.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.0% | -2.5% |
| 7D | -2.0% | +13.5% | -15.5% | -3.7% |
| 30D | -2.3% | +33.7% | -36.0% | -6.5% |
| 3M | +18.5% | +37.3% | -18.8% | +12.5% |
| 6M | +23.7% | +25.5% | -1.8% | +17.9% |
| YTD | -10.4% | -6.3% | -4.1% | -12.2% |
| All | -24.2% | +6.3% | -30.5% | -26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling