+2.8%
DTE vs FIGR
+5.9%
-3.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | 0.0% | +14.9% | -14.8% | +0.3% |
| 30D | -0.5% | +32.3% | -32.8% | +0.1% |
| 3M | -6.0% | +34.8% | -40.8% | -5.3% |
| 6M | -7.2% | +16.8% | -24.0% | -6.7% |
| YTD | +7.2% | -6.7% | +13.8% | +8.2% |
| All | +2.8% | +5.9% | -3.1% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling