+36.8%
DD vs FIGR
-0.1%
+36.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.4% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | -10.3% | +25.2% | -35.5% | -11.7% |
| 3M | -7.5% | +14.8% | -22.4% | -8.7% |
| 6M | -8.0% | +17.9% | -25.9% | -9.3% |
| YTD | +10.5% | -11.9% | +22.4% | +8.7% |
| All | +36.8% | -0.1% | +36.9% | +33.1% |
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