-60.7%
FIG vs FIGR
+5.9%
-66.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -14.5% | +14.9% | -29.3% | -16.3% |
| 30D | -13.3% | +32.3% | -45.6% | -17.2% |
| 3M | +7.4% | +34.8% | -27.4% | +1.1% |
| 6M | -27.8% | +16.8% | -44.6% | -31.1% |
| YTD | -41.1% | -6.7% | -34.4% | -43.5% |
| All | -60.7% | +5.9% | -66.6% | -65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling