+32.0%
DD vs FIGR
-3.1%
+35.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.4% | 0.0% |
| 7D | -3.5% | -3.0% | -0.5% | -3.4% |
| 30D | -11.7% | +13.7% | -25.3% | -12.5% |
| 3M | -9.2% | +23.9% | -33.1% | -10.8% |
| 6M | -7.2% | -8.4% | +1.2% | -7.6% |
| YTD | +6.6% | -14.6% | +21.2% | +5.0% |
| 1Y | +32.0% | +12.1% | +19.9% | +28.6% |
| All | +32.0% | -3.1% | +35.1% | +28.6% |
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