+1.9%
META vs FIGR
-37.5%
+39.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +0.3% |
| 7D | +3.3% | +5.6% | -2.3% | +2.9% |
| 30D | -10.8% | -18.2% | +7.5% | -9.9% |
| 3M | +7.9% | -19.0% | +26.9% | +8.3% |
| 6M | +5.4% | -38.0% | +43.4% | +6.7% |
| YTD | -2.6% | -42.9% | +40.3% | -5.2% |
| 1Y | +1.9% | -37.9% | +39.8% | -1.4% |
| All | +1.9% | -37.5% | +39.4% | -1.4% |
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 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