+18.8%
D vs FIGR
-35.2%
+54.0%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | 0.0% |
| 7D | +2.4% | +5.6% | -3.2% | +2.6% |
| 30D | +10.9% | -18.2% | +29.1% | +10.4% |
| 3M | +2.8% | -19.0% | +21.9% | +2.7% |
| 6M | +12.7% | -38.0% | +50.7% | +11.6% |
| YTD | +20.3% | -42.9% | +63.2% | +20.1% |
| 1Y | +17.1% | -37.9% | +55.0% | +17.1% |
| All | +18.8% | -35.2% | +54.0% | +20.0% |
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 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