+23.0%
FIGR vs URA
+17.8%
+5.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.1% | +3.3% | +4.1% |
| 7D | +13.5% | +8.1% | +5.4% | +7.3% |
| 30D | +33.7% | +5.8% | +27.9% | +28.9% |
| 3M | +37.3% | +3.4% | +33.9% | +34.1% |
| 6M | +25.5% | -2.6% | +28.2% | +25.3% |
| YTD | -6.3% | +11.2% | -17.5% | -18.4% |
| All | +23.0% | +17.8% | +5.2% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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