+34.2%
CAPR vs FIGR
+5.9%
+28.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.3% | -4.6% |
| 7D | -12.6% | +14.9% | -27.5% | -12.3% |
| 30D | +124.4% | +32.3% | +92.1% | +126.2% |
| 3M | -66.8% | +34.8% | -101.6% | -66.3% |
| 6M | -71.8% | +16.8% | -88.6% | -71.2% |
| YTD | -70.1% | -6.7% | -63.4% | -69.1% |
| All | +34.2% | +5.9% | +28.3% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling