-24.8%
LOW vs FIGR
+6.3%
-31.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.4% | -8.2% | -1.7% |
| 7D | +0.4% | +13.5% | -13.2% | +0.5% |
| 30D | -10.1% | +33.7% | -43.8% | -9.7% |
| 3M | -2.9% | +37.3% | -40.2% | -2.3% |
| 6M | -19.4% | +25.5% | -44.9% | -18.7% |
| YTD | -15.4% | -6.3% | -9.1% | -14.5% |
| All | -24.8% | +6.3% | -31.1% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling