+40.7%
CAPR vs FIGR
+6.3%
+34.4%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.4% | -10.0% | -3.4% |
| 7D | -9.5% | +13.5% | -23.0% | -9.2% |
| 30D | +121.5% | +33.7% | +87.8% | +123.4% |
| 3M | -65.4% | +37.3% | -102.7% | -64.8% |
| 6M | -67.5% | +25.5% | -93.1% | -66.6% |
| YTD | -68.6% | -6.3% | -62.3% | -67.6% |
| All | +40.7% | +6.3% | +34.4% | +46.4% |
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