-7.3%
F vs FIGR
-29.5%
+22.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.1% | -9.0% | -3.2% |
| 7D | -3.9% | +22.8% | -26.7% | -4.9% |
| 30D | -0.5% | -5.8% | +5.3% | -0.4% |
| 3M | -12.9% | -16.3% | +3.4% | -12.5% |
| 6M | +1.5% | -35.0% | +36.6% | +3.3% |
| YTD | -5.0% | -37.1% | +32.1% | -4.6% |
| 1Y | -7.3% | -31.2% | +23.9% | -7.1% |
| All | -7.3% | -29.5% | +22.1% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling