+187.8%
FSLY vs FIGR
+5.9%
+181.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.7% |
| 7D | +11.2% | +14.9% | -3.7% | +10.4% |
| 30D | -18.2% | +32.3% | -50.4% | -19.0% |
| 3M | +21.9% | +34.8% | -12.9% | +20.3% |
| 6M | +4.0% | +16.8% | -12.8% | +3.2% |
| YTD | +123.1% | -6.7% | +129.7% | +119.6% |
| All | +187.8% | +5.9% | +181.9% | +165.8% |
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