+10.1%
COR vs FIGR
-0.1%
+10.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.9% |
| 7D | +2.8% | -0.2% | +3.0% | +2.8% |
| 30D | +4.5% | +25.2% | -20.6% | +5.8% |
| 3M | +22.7% | +14.8% | +7.9% | +24.0% |
| 6M | -9.7% | +17.9% | -27.7% | -8.5% |
| YTD | -1.4% | -11.9% | +10.5% | -0.2% |
| All | +10.1% | -0.1% | +10.2% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling