-22.6%
FPS vs FIGR
-43.3%
+20.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +4.2% | -21.5% | -18.4% |
| 7D | -23.3% | -1.3% | -22.0% | -23.1% |
| 30D | -42.4% | -17.6% | -24.8% | -39.6% |
| 3M | -43.0% | -16.7% | -26.3% | -41.9% |
| 6M | -44.5% | -36.1% | -8.4% | -39.8% |
| All | -22.6% | -43.3% | +20.7% | -16.7% |
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 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