+4.4%
GOOGL vs FIGR
-41.8%
+46.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.2% | -1.0% | +3.0% |
| 7D | -11.1% | -1.3% | -9.7% | -11.0% |
| 30D | -16.6% | -17.6% | +1.0% | -16.0% |
| 3M | -23.4% | -16.7% | -6.7% | -23.0% |
| 6M | -24.5% | -36.1% | +11.6% | -23.6% |
| YTD | -7.5% | -43.6% | +36.1% | -6.9% |
| 1Y | +4.4% | -39.8% | +44.2% | +5.0% |
| All | +4.4% | -41.8% | +46.2% | +5.0% |
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