+45.8%
FIX vs FIGR
-31.9%
+77.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +7.9% | +1.5% | +8.2% |
| 7D | -7.2% | +12.5% | -19.8% | -8.9% |
| 30D | -35.1% | -14.1% | -21.0% | -33.8% |
| 3M | -34.3% | -14.3% | -19.9% | -33.7% |
| 6M | -42.9% | -34.8% | -8.1% | -40.6% |
| YTD | +19.5% | -40.0% | +59.4% | +19.4% |
| 1Y | +16.8% | -32.9% | +49.7% | +13.2% |
| All | +45.8% | -31.9% | +77.7% | +36.8% |
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 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