+73.0%
FIVE vs FIGR
-0.1%
+73.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.2% |
| 7D | +4.3% | -0.2% | +4.5% | +4.2% |
| 30D | +12.5% | +25.2% | -12.7% | +10.4% |
| 3M | +31.2% | +14.8% | +16.4% | +29.1% |
| 6M | +14.4% | +17.9% | -3.6% | +11.5% |
| YTD | +33.9% | -11.9% | +45.8% | +28.2% |
| All | +73.0% | -0.1% | +73.1% | +58.3% |
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