+36.6%
FFIV vs FIGR
-41.8%
+78.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -0.7% |
| 7D | -9.8% | -1.3% | -8.5% | -9.7% |
| 30D | -28.1% | -17.6% | -10.5% | -27.2% |
| 3M | -20.0% | -16.7% | -3.3% | -19.6% |
| 6M | -0.1% | -36.1% | +36.1% | +1.7% |
| YTD | +29.2% | -43.6% | +72.8% | +33.0% |
| 1Y | +36.6% | -39.8% | +76.4% | +41.4% |
| All | +36.6% | -41.8% | +78.4% | +41.4% |
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