+25.0%
FLEX vs FIGR
-41.8%
+66.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.2% | -16.5% | -13.0% |
| 7D | -17.0% | -1.3% | -15.6% | -16.8% |
| 30D | -33.8% | -17.6% | -16.2% | -31.8% |
| 3M | -39.0% | -16.7% | -22.3% | -37.7% |
| 6M | -15.9% | -36.1% | +20.2% | -11.3% |
| YTD | +27.8% | -43.6% | +71.5% | +28.8% |
| 1Y | +25.0% | -39.8% | +64.8% | +22.3% |
| All | +25.0% | -41.8% | +66.8% | +22.3% |
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