-41.5%
FICO vs FIGR
+6.3%
-47.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.4% | -6.3% | +0.1% |
| 7D | -15.4% | +13.5% | -29.0% | -15.5% |
| 30D | -10.4% | +33.7% | -44.1% | -10.4% |
| 3M | -22.7% | +37.3% | -60.0% | -22.6% |
| 6M | -36.8% | +25.5% | -62.3% | -37.0% |
| YTD | -44.8% | -6.3% | -38.5% | -44.4% |
| All | -41.5% | +6.3% | -47.8% | -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