-54.7%
FICO vs FIGR
-31.9%
-22.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.9% | -5.2% | +2.6% |
| 7D | -0.1% | +12.5% | -12.6% | -0.3% |
| 30D | +8.4% | -14.1% | +22.5% | +8.5% |
| 3M | -30.5% | -14.3% | -16.2% | -30.2% |
| 6M | -35.7% | -34.8% | -0.9% | -35.4% |
| YTD | -57.2% | -40.0% | -17.2% | -56.7% |
| 1Y | -58.4% | -32.9% | -25.5% | -58.0% |
| All | -54.7% | -31.9% | -22.8% | -53.4% |
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 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