+61.2%
FIVE vs FIGR
-41.8%
+103.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.2% | +2.5% | +6.5% |
| 7D | +7.5% | -1.3% | +8.8% | +7.5% |
| 30D | +16.7% | -17.6% | +34.3% | +17.6% |
| 3M | +13.4% | -16.7% | +30.1% | +14.2% |
| 6M | +9.0% | -36.1% | +45.2% | +10.7% |
| YTD | +33.8% | -43.6% | +77.4% | +31.3% |
| 1Y | +61.2% | -39.8% | +101.0% | +56.0% |
| All | +61.2% | -41.8% | +103.0% | +56.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling