+54.1%
FDS vs FIGR
-35.7%
+89.8%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +2.9% |
| 7D | -2.1% | +5.1% | -7.2% | -1.7% |
| 30D | +16.0% | -15.0% | +31.0% | +15.4% |
| 3M | +18.8% | -13.1% | +31.9% | +21.0% |
| 6M | +54.1% | -37.9% | +92.0% | +47.2% |
| All | +54.1% | -35.7% | +89.8% | +47.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling