-23.4%
LOW vs FIGR
-0.1%
-23.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -7.0% | +25.2% | -32.2% | -6.7% |
| 3M | -0.9% | +14.8% | -15.7% | -0.6% |
| 6M | -20.1% | +17.9% | -38.0% | -19.5% |
| YTD | -13.9% | -11.9% | -2.0% | -13.0% |
| All | -23.4% | -0.1% | -23.3% | -22.7% |
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