-26.3%
LOW vs FIGR
-3.1%
-23.1%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.8% | +0.1% |
| 7D | -3.7% | -3.0% | -0.7% | -3.8% |
| 30D | -8.9% | +13.7% | -22.5% | -8.7% |
| 3M | -10.4% | +23.9% | -34.3% | -10.0% |
| 6M | -19.4% | -8.4% | -11.0% | -19.7% |
| YTD | -17.1% | -14.6% | -2.5% | -16.2% |
| 1Y | -26.3% | +12.1% | -38.3% | -25.6% |
| All | -26.3% | -3.1% | -23.1% | -25.6% |
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