+37.8%
FTV vs FIGR
-29.9%
+67.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.1% |
| 7D | +3.9% | +11.0% | -7.1% | +3.7% |
| 30D | +18.7% | +0.7% | +18.0% | +18.5% |
| 3M | +10.0% | -20.9% | +30.9% | +10.0% |
| 6M | +14.6% | -37.7% | +52.3% | +14.2% |
| YTD | +23.4% | -38.2% | +61.7% | +22.6% |
| 1Y | +31.3% | -27.1% | +58.4% | +30.4% |
| All | +37.8% | -29.9% | +67.7% | +36.8% |
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