+15.0%
FAST vs FIGR
-36.9%
+51.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.6% | +0.1% |
| 7D | +2.1% | +5.3% | -3.2% | +2.0% |
| 30D | +6.9% | -17.9% | +24.8% | +7.0% |
| 3M | +4.8% | -20.5% | +25.4% | +5.0% |
| 6M | +19.8% | -40.2% | +60.0% | +20.0% |
| YTD | +34.9% | -44.4% | +79.3% | +34.6% |
| 1Y | +32.8% | -36.3% | +69.1% | +32.3% |
| All | +15.0% | -36.9% | +51.8% | +15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling