-25.0%
FIGR vs FGI
+96.6%
-121.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.1% | -4.7% | -4.8% |
| 7D | +5.6% | -4.1% | +9.7% | +5.8% |
| 30D | -18.2% | -3.4% | -14.9% | -18.1% |
| 3M | -19.0% | +61.8% | -80.8% | -24.0% |
| 6M | -38.0% | +17.0% | -55.0% | -41.0% |
| YTD | -42.9% | +31.4% | -74.3% | -48.5% |
| 1Y | -37.9% | +42.7% | -80.6% | -45.0% |
| All | -25.0% | +96.6% | -121.6% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling