+35.4%
FLEX vs FIGR
-31.9%
+67.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +7.9% | +4.1% | +10.5% |
| 7D | -7.2% | +12.5% | -19.7% | -9.0% |
| 30D | -34.8% | -14.1% | -20.7% | -33.1% |
| 3M | -35.6% | -14.3% | -21.3% | -34.4% |
| 6M | -45.0% | -34.8% | -10.2% | -42.2% |
| YTD | +29.4% | -40.0% | +69.3% | +30.7% |
| 1Y | +24.8% | -32.9% | +57.7% | +22.4% |
| All | +35.4% | -31.9% | +67.3% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling