-27.7%
MOD vs FIGR
-31.9%
+4.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +7.9% | +2.0% | +8.5% |
| 7D | -13.9% | +12.5% | -26.5% | -15.7% |
| 30D | -41.5% | -14.1% | -27.4% | -40.2% |
| 3M | -45.7% | -14.3% | -31.4% | -44.8% |
| 6M | -61.1% | -34.8% | -26.3% | -59.2% |
| YTD | -20.5% | -40.0% | +19.5% | -23.0% |
| 1Y | -32.1% | -32.9% | +0.8% | -36.7% |
| All | -27.7% | -31.9% | +4.2% | -35.5% |
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