+41.3%
COR vs FIGR
-34.1%
+75.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.7% | +2.9% |
| 7D | +7.8% | +11.0% | -3.1% | +8.1% |
| 30D | +7.0% | +0.7% | +6.3% | +6.9% |
| 3M | +16.3% | -20.9% | +37.1% | +15.3% |
| 6M | +41.3% | -37.7% | +79.0% | +42.3% |
| All | +41.3% | -34.1% | +75.4% | +42.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling