+50.2%
COP vs FIGR
+1.6%
+48.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.4% | +0.2% |
| 7D | +1.0% | +1.0% | 0.0% | +1.0% |
| 30D | +9.6% | +31.4% | -21.8% | +10.6% |
| 3M | +15.0% | +30.3% | -15.2% | +16.2% |
| 6M | +21.8% | -7.6% | +29.4% | +22.8% |
| YTD | +49.6% | -10.5% | +60.1% | +49.4% |
| All | +50.2% | +1.6% | +48.6% | +51.2% |
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