-34.2%
MOD vs FIGR
-36.9%
+2.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.7% | -3.0% | +4.2% |
| 7D | -25.5% | +5.3% | -30.9% | -26.3% |
| 30D | -49.0% | -17.9% | -31.1% | -47.5% |
| 3M | -49.8% | -20.5% | -29.3% | -48.3% |
| 6M | -64.8% | -40.2% | -24.6% | -62.5% |
| YTD | -27.6% | -44.4% | +16.7% | -29.1% |
| 1Y | -35.2% | -36.3% | +1.1% | -39.1% |
| All | -34.2% | -36.9% | +2.7% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling