+22.5%
FIGR vs URA
+16.2%
+6.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | +0.6% |
| 7D | +14.9% | +5.7% | +9.1% | +10.4% |
| 30D | +32.3% | +5.6% | +26.7% | +27.8% |
| 3M | +34.8% | +6.2% | +28.6% | +29.5% |
| 6M | +16.8% | -8.2% | +25.0% | +21.7% |
| YTD | -6.7% | +9.7% | -16.3% | -17.9% |
| All | +22.5% | +16.2% | +6.3% | +3.0% |
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