-18.4%
META vs FIGR
-36.9%
+18.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.7% | -7.9% | +0.2% |
| 7D | -0.8% | +5.3% | -6.1% | -1.2% |
| 30D | -15.4% | -17.9% | +2.5% | -14.3% |
| 3M | +3.5% | -20.5% | +24.1% | +4.3% |
| 6M | -0.3% | -40.2% | +39.9% | +2.0% |
| YTD | -7.3% | -44.4% | +37.0% | -8.9% |
| 1Y | -1.1% | -36.3% | +35.2% | -5.1% |
| All | -18.4% | -36.9% | +18.5% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling