+24.3%
FITB vs FIGR
+1.6%
+22.7%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.6% |
| 7D | -1.0% | +1.0% | -2.0% | -1.0% |
| 30D | -5.5% | +31.4% | -36.9% | -7.0% |
| 3M | +4.1% | +30.3% | -26.2% | +2.3% |
| 6M | +18.7% | -7.6% | +26.3% | +18.1% |
| YTD | +18.2% | -10.5% | +28.6% | +15.5% |
| All | +24.3% | +1.6% | +22.7% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 10y: compounded portfolio wealth divided by compounded FIGR 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…
10y analysis · Full analysis span regression · 6 months rolling