+40.8%
B vs FIGR
-36.9%
+77.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.7% | -8.2% | -0.7% |
| 7D | +9.6% | +5.3% | +4.3% | +8.7% |
| 30D | +3.5% | -17.9% | +21.4% | +6.2% |
| 3M | -1.6% | -20.5% | +19.0% | +1.3% |
| 6M | -1.7% | -40.2% | +38.5% | +3.5% |
| YTD | -5.3% | -44.4% | +39.0% | -2.2% |
| 1Y | +27.2% | -36.3% | +63.5% | +28.4% |
| All | +40.8% | -36.9% | +77.7% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling