+32.3%
DD vs FIGR
+1.6%
+30.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.3% |
| 7D | -2.9% | +1.0% | -3.9% | -3.0% |
| 30D | -11.5% | +31.4% | -42.9% | -13.1% |
| 3M | -5.4% | +30.3% | -35.7% | -7.3% |
| 6M | -6.9% | -7.6% | +0.7% | -7.5% |
| YTD | +6.9% | -10.5% | +17.3% | +5.1% |
| All | +32.3% | +1.6% | +30.8% | +28.7% |
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