+22.5%
FIGR vs BG
+54.3%
-31.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.5% |
| 7D | +14.9% | +0.5% | +14.3% | +14.9% |
| 30D | +32.3% | +10.3% | +21.9% | +35.5% |
| 3M | +34.8% | -1.9% | +36.7% | +36.6% |
| 6M | +16.8% | +5.2% | +11.5% | +20.5% |
| YTD | -6.7% | +41.2% | -47.8% | -2.4% |
| All | +22.5% | +54.3% | -31.8% | +26.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling