-15.6%
CMCSA vs FIGR
-3.1%
-12.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.8% | -0.1% |
| 7D | -4.9% | -3.0% | -1.8% | -5.0% |
| 30D | -1.1% | +13.7% | -14.7% | -0.3% |
| 3M | +6.6% | +23.9% | -17.3% | +8.0% |
| 6M | -15.5% | -8.4% | -7.0% | -15.4% |
| YTD | -6.7% | -14.6% | +7.9% | -7.0% |
| 1Y | -15.6% | +12.1% | -27.7% | -13.2% |
| All | -15.6% | -3.1% | -12.5% | -13.2% |
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 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