+33.3%
FIX vs FIGR
-36.9%
+70.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +8.7% | -3.3% | +4.1% |
| 7D | -17.5% | +5.3% | -22.8% | -18.1% |
| 30D | -41.6% | -17.9% | -23.7% | -40.0% |
| 3M | -40.6% | -20.5% | -20.0% | -39.4% |
| 6M | -49.4% | -40.2% | -9.2% | -46.6% |
| YTD | +9.2% | -44.4% | +53.5% | +10.3% |
| 1Y | +6.5% | -36.3% | +42.8% | +3.9% |
| All | +33.3% | -36.9% | +70.2% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling