-27.0%
FIGR vs URA
-19.8%
-7.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.4% | +4.3% | +5.3% |
| 7D | +5.3% | -4.1% | +9.4% | +9.0% |
| 30D | -17.9% | -19.0% | +1.1% | -3.3% |
| 3M | -20.5% | -25.1% | +4.6% | -0.4% |
| 6M | -40.2% | -44.5% | +4.3% | -8.2% |
| YTD | -44.4% | -24.3% | -20.0% | -35.2% |
| 1Y | -36.3% | -28.1% | -8.2% | -22.4% |
| All | -27.0% | -19.8% | -7.2% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling