-15.9%
META vs FIGR
-32.8%
+16.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.6% | -5.6% | -2.3% |
| 7D | -0.2% | +5.1% | -5.3% | -0.6% |
| 30D | -15.4% | -15.0% | -0.4% | -14.6% |
| 3M | +5.0% | -13.1% | +18.1% | +5.1% |
| 6M | +5.2% | -37.9% | +43.1% | +7.2% |
| YTD | -4.5% | -40.8% | +36.3% | -6.6% |
| 1Y | +0.6% | -33.1% | +33.7% | -3.8% |
| All | -15.9% | -32.8% | +16.9% | -20.4% |
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