+34.8%
FAST vs FIGR
-34.3%
+69.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +7.9% | -4.9% | +2.9% |
| 7D | +3.8% | +12.5% | -8.7% | +3.7% |
| 30D | +8.1% | -14.1% | +22.2% | +8.2% |
| 3M | +5.8% | -14.3% | +20.1% | +5.8% |
| 6M | +24.9% | -34.8% | +59.7% | +25.0% |
| YTD | +38.9% | -40.0% | +78.9% | +38.2% |
| All | +34.8% | -34.3% | +69.2% | +34.3% |
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 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