-8.0%
FDS vs FIGR
-32.8%
+24.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +2.8% |
| 7D | -2.1% | +5.1% | -7.2% | -2.0% |
| 30D | +16.0% | -15.0% | +31.0% | +15.8% |
| 3M | +18.8% | -13.1% | +31.9% | +19.0% |
| 6M | +54.1% | -37.9% | +92.0% | +53.6% |
| YTD | +17.0% | -40.8% | +57.8% | +20.2% |
| 1Y | +25.5% | -33.1% | +58.6% | +31.6% |
| All | -8.0% | -32.8% | +24.8% | +2.5% |
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