+94.6%
FTI vs FIGR
+6.3%
+88.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.4% | -8.5% | -2.1% |
| 7D | -0.2% | +13.5% | -13.7% | -0.2% |
| 30D | +12.3% | +33.7% | -21.4% | +12.2% |
| 3M | +13.8% | +37.3% | -23.6% | +13.5% |
| 6M | +24.3% | +25.5% | -1.3% | +24.0% |
| YTD | +75.8% | -6.3% | +82.1% | +73.8% |
| All | +94.6% | +6.3% | +88.3% | +96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling