-59.3%
FIG vs FIGR
+6.3%
-65.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +6.4% | -12.1% | -6.6% |
| 7D | -16.4% | +13.5% | -29.9% | -18.0% |
| 30D | -2.3% | +33.7% | -36.0% | -6.9% |
| 3M | +7.8% | +37.3% | -29.5% | +1.1% |
| 6M | -21.8% | +25.5% | -47.4% | -26.4% |
| YTD | -39.1% | -6.3% | -32.8% | -41.6% |
| All | -59.3% | +6.3% | -65.6% | -64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling