-56.9%
FIG vs FIGR
-0.1%
-56.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.3% |
| 7D | -16.3% | -0.2% | -16.1% | -16.4% |
| 30D | -14.3% | +25.2% | -39.5% | -17.5% |
| 3M | +7.2% | +14.8% | -7.7% | +3.6% |
| 6M | -18.6% | +17.9% | -36.6% | -22.6% |
| YTD | -35.5% | -11.9% | -23.5% | -37.5% |
| All | -56.9% | -0.1% | -56.8% | -61.6% |
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 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