-18.5%
FN vs FIGR
-30.4%
+11.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.8% | -5.6% | -6.8% |
| 7D | +0.3% | +11.0% | -10.7% | -2.5% |
| 30D | -16.5% | +0.7% | -17.2% | -16.8% |
| 3M | -42.1% | -20.9% | -21.2% | -39.7% |
| 6M | -52.9% | -37.7% | -15.1% | -49.0% |
| YTD | -28.0% | -38.2% | +10.3% | -26.6% |
| 1Y | -18.5% | -27.1% | +8.6% | -22.0% |
| All | -18.5% | -30.4% | +11.9% | -22.0% |
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