+20.5%
CORZ vs FIGR
+6.3%
+14.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.4% | -1.7% | +3.3% |
| 7D | +16.6% | +13.5% | +3.0% | +13.5% |
| 30D | -10.9% | +33.7% | -44.6% | -16.5% |
| 3M | -31.0% | +37.3% | -68.4% | -36.1% |
| 6M | +26.0% | +25.5% | +0.5% | +16.9% |
| YTD | +28.6% | -6.3% | +34.9% | +22.6% |
| All | +20.5% | +6.3% | +14.2% | +11.5% |
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