+55.9%
COP vs FIGR
-29.9%
+85.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.3% | +1.5% |
| 7D | +4.4% | +11.0% | -6.6% | +4.9% |
| 30D | 0.0% | +0.7% | -0.7% | +0.2% |
| 3M | +15.0% | -20.9% | +35.9% | +14.4% |
| 6M | +22.0% | -37.7% | +59.7% | +21.4% |
| YTD | +55.3% | -38.2% | +93.6% | +53.5% |
| 1Y | +64.1% | -27.1% | +91.2% | +60.3% |
| All | +55.9% | -29.9% | +85.9% | +55.3% |
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