+35.4%
DD vs FIGR
-41.8%
+77.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -5.9% | -2.0% |
| 7D | +8.7% | -1.3% | +10.0% | +8.7% |
| 30D | +15.3% | -17.6% | +32.9% | +16.3% |
| 3M | +5.9% | -16.7% | +22.6% | +6.2% |
| 6M | +11.6% | -36.1% | +47.7% | +13.2% |
| YTD | +26.5% | -43.6% | +70.2% | +26.5% |
| 1Y | +35.4% | -39.8% | +75.2% | +35.5% |
| All | +35.4% | -41.8% | +77.2% | +35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling