-9.0%
DIS vs FIGR
+6.3%
-15.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.4% | -6.6% | -0.4% |
| 7D | -1.1% | +13.5% | -14.6% | -1.4% |
| 30D | +0.1% | +33.7% | -33.6% | -0.7% |
| 3M | +7.1% | +37.3% | -30.3% | +5.9% |
| 6M | +4.3% | +25.5% | -21.3% | +3.2% |
| YTD | -6.9% | -6.3% | -0.6% | -7.5% |
| All | -9.0% | +6.3% | -15.3% | -8.0% |
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