-29.7%
MOD vs FIGR
-34.7%
+5.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +2.9% |
| 7D | +8.2% | +5.1% | +3.1% | +7.4% |
| 30D | -38.2% | -15.0% | -23.2% | -36.9% |
| 3M | -46.2% | -13.1% | -33.1% | -45.4% |
| 6M | -62.5% | -37.9% | -24.6% | -60.9% |
| YTD | -20.1% | -40.8% | +20.7% | -25.3% |
| 1Y | -29.7% | -33.1% | +3.4% | -35.3% |
| All | -29.7% | -34.7% | +5.0% | -35.3% |
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