+41.2%
GOOGL vs FIGR
-3.1%
+44.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +2.0% |
| 7D | 0.0% | -3.0% | +3.0% | +0.1% |
| 30D | -1.4% | +13.7% | -15.1% | -2.2% |
| 3M | -5.3% | +23.9% | -29.2% | -6.7% |
| 6M | +9.8% | -8.4% | +18.2% | +9.1% |
| YTD | +8.4% | -14.6% | +23.0% | +6.6% |
| 1Y | +41.2% | +12.1% | +29.1% | +33.4% |
| All | +41.2% | -3.1% | +44.3% | +33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling