+44.8%
CSCO vs FIGR
-29.9%
+74.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.8% | -4.5% | -6.2% |
| 7D | +1.9% | +11.0% | -9.1% | +1.4% |
| 30D | -15.8% | +0.7% | -16.5% | -16.0% |
| 3M | -15.4% | -20.9% | +5.5% | -15.0% |
| 6M | -5.4% | -37.7% | +32.3% | -4.4% |
| YTD | +26.5% | -38.2% | +64.7% | +26.0% |
| 1Y | +25.9% | -27.1% | +53.0% | +24.0% |
| All | +44.8% | -29.9% | +74.7% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling