-60.4%
FIG vs FIGR
+1.6%
-62.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.2% |
| 7D | -12.2% | +1.0% | -13.2% | -12.4% |
| 30D | -11.0% | +31.4% | -42.3% | -15.0% |
| 3M | +11.9% | +30.3% | -18.4% | +5.7% |
| 6M | -21.9% | -7.6% | -14.3% | -22.3% |
| YTD | -40.8% | -10.5% | -30.3% | -42.8% |
| All | -60.4% | +1.6% | -62.0% | -64.9% |
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