+12.1%
FIGR vs BTG
+25.2%
-13.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.0% | -4.8% |
| 7D | -3.0% | -3.8% | +0.7% | -2.1% |
| 30D | +13.7% | +3.6% | +10.0% | +12.9% |
| 3M | +23.9% | +32.0% | -8.1% | +15.4% |
| 6M | -8.4% | +3.4% | -11.8% | -10.3% |
| YTD | -14.6% | +20.8% | -35.4% | -18.4% |
| 1Y | +12.1% | +22.4% | -10.3% | +16.1% |
| All | +12.1% | +25.2% | -13.1% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 5y: compounded portfolio wealth divided by compounded BTG 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…
5y analysis · Full analysis span regression · 6 months rolling