+3.3%
DIS vs FIGR
-35.2%
+38.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +4.9% | +0.2% |
| 7D | +4.4% | +5.6% | -1.2% | +4.2% |
| 30D | +10.3% | -18.2% | +28.5% | +10.8% |
| 3M | +15.5% | -19.0% | +34.6% | +15.8% |
| 6M | +11.2% | -38.0% | +49.2% | +12.1% |
| YTD | +5.6% | -42.9% | +48.4% | +6.1% |
| 1Y | +7.7% | -37.9% | +45.7% | +8.2% |
| All | +3.3% | -35.2% | +38.5% | +5.5% |
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 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