+29.6%
FLR vs FIGR
+1.6%
+28.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.7% | -1.9% |
| 7D | -6.9% | +1.0% | -7.9% | -7.0% |
| 30D | +1.1% | +31.4% | -30.2% | -1.8% |
| 3M | +14.3% | +30.3% | -16.0% | +10.8% |
| 6M | +19.1% | -7.6% | +26.7% | +18.4% |
| YTD | +35.1% | -10.5% | +45.6% | +29.5% |
| All | +29.6% | +1.6% | +28.0% | +15.7% |
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