+95.2%
FLEX vs FIGR
+5.9%
+89.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +6.4% | +14.9% | -8.5% | +4.1% |
| 30D | -5.9% | +32.3% | -38.1% | -10.2% |
| 3M | -23.5% | +34.8% | -58.3% | -27.4% |
| 6M | +83.7% | +16.8% | +66.9% | +76.4% |
| YTD | +86.5% | -6.7% | +93.2% | +76.3% |
| All | +95.2% | +5.9% | +89.3% | +77.0% |
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