+14.4%
D vs FIGR
-0.1%
+14.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | -2.6% | +25.2% | -27.8% | -1.7% |
| 3M | 0.0% | +14.8% | -14.8% | +0.9% |
| 6M | +7.4% | +17.9% | -10.6% | +8.1% |
| YTD | +15.9% | -11.9% | +27.8% | +16.9% |
| All | +14.4% | -0.1% | +14.5% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling