-41.6%
FICO vs FIGR
-0.1%
-41.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.7% | -16.0% | -16.7% |
| 7D | -19.2% | -0.2% | -18.9% | -19.2% |
| 30D | -14.6% | +25.2% | -39.8% | -14.5% |
| 3M | -20.1% | +14.8% | -34.9% | -19.9% |
| 6M | -36.3% | +17.9% | -54.3% | -36.5% |
| YTD | -44.9% | -11.9% | -32.9% | -44.4% |
| All | -41.6% | -0.1% | -41.5% | -40.2% |
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 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