+7.2%
F vs FIGR
-28.7%
+35.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.1% | -9.0% | -3.1% |
| 7D | -3.9% | +22.8% | -26.7% | -4.6% |
| 30D | -0.5% | -5.8% | +5.3% | -0.4% |
| 3M | -12.9% | -16.3% | +3.4% | -12.6% |
| 6M | +1.5% | -35.0% | +36.6% | +2.7% |
| YTD | -5.0% | -37.1% | +32.1% | -3.9% |
| 1Y | -7.3% | -31.2% | +23.9% | -6.0% |
| All | +7.2% | -28.7% | +35.9% | +10.3% |
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