+10.7%
F vs FIGR
-36.9%
+47.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.7% | -9.5% | -1.0% |
| 7D | +1.6% | +5.3% | -3.8% | +1.3% |
| 30D | +2.6% | -17.9% | +20.5% | +3.2% |
| 3M | -8.8% | -20.5% | +11.7% | -8.3% |
| 6M | +4.6% | -40.2% | +44.8% | +6.3% |
| YTD | -1.9% | -44.4% | +42.5% | -0.3% |
| 1Y | -0.8% | -36.3% | +35.6% | +1.4% |
| All | +10.7% | -36.9% | +47.6% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling