-7.2%
IR vs FIGR
+6.3%
-13.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.4% | -8.0% | -1.9% |
| 7D | +0.6% | +13.5% | -12.9% | 0.0% |
| 30D | -13.6% | +33.7% | -47.3% | -15.0% |
| 3M | +3.7% | +37.3% | -33.7% | +1.8% |
| 6M | -13.1% | +25.5% | -38.6% | -14.5% |
| YTD | -5.1% | -6.3% | +1.2% | -7.5% |
| All | -7.2% | +6.3% | -13.5% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling