-18.9%
FIGR vs FGI
+65.4%
-84.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -25.2% | +23.4% | -0.4% |
| 7D | +11.0% | -14.4% | +25.4% | +11.7% |
| 30D | +0.7% | -11.8% | +12.4% | +1.1% |
| 3M | -20.9% | -46.2% | +25.4% | -18.9% |
| 6M | -37.7% | +5.2% | -42.9% | -40.6% |
| YTD | -38.2% | +10.5% | -48.8% | -43.9% |
| 1Y | -27.1% | +25.5% | -52.6% | -35.1% |
| All | -18.9% | +65.4% | -84.3% | -30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling