+65.2%
CAPR vs FIGR
-30.4%
+95.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.8% | -5.2% | -6.9% |
| 7D | +5.9% | +11.0% | -5.1% | +5.6% |
| 30D | +44.6% | +0.7% | +43.9% | +44.1% |
| 3M | +126.4% | -20.9% | +147.3% | +124.8% |
| 6M | -68.6% | -37.7% | -30.8% | -68.7% |
| YTD | -67.0% | -38.2% | -28.7% | -60.4% |
| 1Y | +65.2% | -27.1% | +92.3% | +140.2% |
| All | +65.2% | -30.4% | +95.6% | +140.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling