-16.0%
JD vs FIGR
-29.9%
+14.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.6% |
| 7D | -4.1% | +11.0% | -15.1% | -4.5% |
| 30D | +4.6% | +0.7% | +3.9% | +4.5% |
| 3M | -4.7% | -20.9% | +16.1% | -4.2% |
| 6M | -17.4% | -37.7% | +20.4% | -16.3% |
| YTD | +0.7% | -38.2% | +39.0% | -1.0% |
| 1Y | -5.9% | -27.1% | +21.2% | -9.5% |
| All | -16.0% | -29.9% | +14.0% | -18.9% |
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