-55.9%
FICO vs FIGR
-36.9%
-19.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | -0.6% |
| 7D | -0.9% | +5.3% | -6.2% | -1.1% |
| 30D | +3.3% | -17.9% | +21.2% | +3.6% |
| 3M | -31.7% | -20.5% | -11.2% | -31.3% |
| 6M | -34.0% | -40.2% | +6.2% | -33.5% |
| YTD | -58.3% | -44.4% | -14.0% | -57.8% |
| 1Y | -57.9% | -36.3% | -21.6% | -57.5% |
| All | -55.9% | -36.9% | -19.0% | -54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling