-79.0%
ADVB vs FIGR
-31.9%
-47.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.9% | -4.4% | +3.7% |
| 7D | -1.2% | +12.5% | -13.7% | -1.0% |
| 30D | -61.4% | -14.1% | -47.3% | -61.8% |
| 3M | -67.8% | -14.3% | -53.5% | -68.1% |
| 6M | -66.9% | -34.8% | -32.0% | -67.5% |
| YTD | -64.9% | -40.0% | -24.9% | -65.6% |
| 1Y | -74.8% | -32.9% | -41.8% | -74.8% |
| All | -79.0% | -31.9% | -47.1% | -80.0% |
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