-11.8%
MKTX vs FIGR
-3.1%
-8.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.6% | -0.1% |
| 7D | -0.2% | -3.0% | +2.8% | -0.3% |
| 30D | +0.7% | +13.7% | -12.9% | +1.0% |
| 3M | +40.8% | +23.9% | +16.9% | +41.2% |
| 6M | -8.0% | -8.4% | +0.4% | -8.6% |
| YTD | -8.7% | -14.6% | +5.9% | -7.5% |
| 1Y | -11.8% | +12.1% | -23.9% | -9.9% |
| All | -11.8% | -3.1% | -8.7% | -9.9% |
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