-29.2%
IT vs FIGR
+1.6%
-30.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.6% |
| 7D | -12.7% | +1.0% | -13.7% | -12.7% |
| 30D | -8.9% | +31.4% | -40.2% | -9.5% |
| 3M | +10.1% | +30.3% | -20.1% | +9.1% |
| 6M | +7.3% | -7.6% | +14.9% | +7.2% |
| YTD | -32.4% | -10.5% | -21.9% | -30.6% |
| All | -29.2% | +1.6% | -30.8% | -27.1% |
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