+20.9%
FFIV vs FIGR
+5.9%
+15.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.2% | +3.9% |
| 7D | +3.5% | +14.9% | -11.4% | +2.2% |
| 30D | -1.3% | +32.3% | -33.6% | -4.0% |
| 3M | +2.4% | +34.8% | -32.4% | -0.9% |
| 6M | +41.8% | +16.8% | +25.0% | +37.3% |
| YTD | +58.5% | -6.7% | +65.2% | +55.0% |
| All | +20.9% | +5.9% | +15.0% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling