+33.3%
FCX vs FIGR
-28.7%
+62.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.1% | -8.8% | -3.6% |
| 7D | +4.4% | +22.8% | -18.4% | +1.1% |
| 30D | -16.3% | -5.8% | -10.6% | -15.9% |
| 3M | -12.5% | -16.3% | +3.8% | -10.7% |
| 6M | -8.0% | -35.0% | +27.0% | -4.4% |
| YTD | +20.1% | -37.1% | +57.3% | +20.4% |
| 1Y | +45.9% | -31.2% | +77.1% | +44.4% |
| All | +33.3% | -28.7% | +62.0% | +34.5% |
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 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