-39.8%
FIGR vs BG
+7.2%
-47.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.7% | +5.0% |
| 7D | -1.3% | -3.8% | +2.4% | -2.6% |
| 30D | -17.6% | -9.6% | -8.0% | -20.3% |
| 3M | -16.7% | -8.5% | -8.2% | -19.2% |
| 6M | -36.1% | -23.0% | -13.1% | -39.6% |
| YTD | -43.6% | +10.9% | -54.5% | -44.0% |
| 1Y | -39.8% | +6.0% | -45.8% | -43.8% |
| All | -39.8% | +7.2% | -47.0% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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