+19.2%
D vs FIGR
-36.9%
+56.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.7% | -10.2% | -1.2% |
| 7D | +3.0% | +5.3% | -2.3% | +3.2% |
| 30D | +11.5% | -17.9% | +29.4% | +11.0% |
| 3M | +3.7% | -20.5% | +24.3% | +3.5% |
| 6M | +13.5% | -40.2% | +53.7% | +12.3% |
| YTD | +20.7% | -44.4% | +65.1% | +20.4% |
| 1Y | +18.2% | -36.3% | +54.6% | +18.3% |
| All | +19.2% | -36.9% | +56.1% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling