+50.4%
M vs FIGR
-35.2%
+85.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +0.8% |
| 7D | +5.0% | +5.6% | -0.6% | +4.7% |
| 30D | +10.6% | -18.2% | +28.9% | +11.5% |
| 3M | +1.6% | -19.0% | +20.6% | +2.1% |
| 6M | +30.8% | -38.0% | +68.8% | +32.6% |
| YTD | +16.9% | -42.9% | +59.7% | +19.1% |
| 1Y | +26.3% | -37.9% | +64.2% | +27.6% |
| All | +50.4% | -35.2% | +85.5% | +50.4% |
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