+66.4%
FIVE vs FIGR
-34.3%
+100.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.9% | -2.3% | +5.2% |
| 7D | +6.2% | +12.5% | -6.3% | +5.6% |
| 30D | +18.2% | -14.1% | +32.3% | +18.7% |
| 3M | +3.8% | -14.3% | +18.2% | +4.4% |
| 6M | +13.7% | -34.8% | +48.6% | +15.1% |
| YTD | +34.7% | -40.0% | +74.7% | +32.2% |
| All | +66.4% | -34.3% | +100.7% | +61.8% |
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