+51.6%
FANG vs FIGR
-3.1%
+54.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | -0.5% |
| 7D | +2.9% | -3.0% | +5.9% | +2.7% |
| 30D | +2.6% | +13.7% | -11.0% | +3.6% |
| 3M | +7.6% | +23.9% | -16.3% | +9.5% |
| 6M | +17.3% | -8.4% | +25.7% | +18.4% |
| YTD | +38.7% | -14.6% | +53.3% | +40.1% |
| 1Y | +51.6% | +12.1% | +39.6% | +55.0% |
| All | +51.6% | -3.1% | +54.8% | +55.0% |
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