+28.8%
C vs FIGR
-29.9%
+58.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.7% | +0.2% |
| 7D | +4.2% | +11.0% | -6.8% | +2.9% |
| 30D | +2.0% | +0.7% | +1.3% | +1.6% |
| 3M | -10.1% | -20.9% | +10.8% | -8.8% |
| 6M | +1.0% | -37.7% | +38.7% | +4.4% |
| YTD | +8.5% | -38.2% | +46.7% | +9.4% |
| 1Y | +25.7% | -27.1% | +52.8% | +25.3% |
| All | +28.8% | -29.9% | +58.8% | +30.8% |
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