-17.5%
FIGR vs FGI
+121.0%
-138.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +6.2% | -0.1% | +5.8% |
| 7D | +22.8% | +13.5% | +9.3% | +22.0% |
| 30D | -5.8% | +17.1% | -22.9% | -6.6% |
| 3M | -16.3% | +78.0% | -94.3% | -21.8% |
| 6M | -35.0% | +46.4% | -81.4% | -38.9% |
| YTD | -37.1% | +47.7% | -84.9% | -43.7% |
| 1Y | -31.2% | +56.8% | -88.0% | -39.3% |
| All | -17.5% | +121.0% | -138.5% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling