+14.9%
NDAQ vs FIGR
-29.9%
+44.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | +1.3% | +11.0% | -9.7% | +0.4% |
| 30D | +18.0% | +0.7% | +17.3% | +17.6% |
| 3M | +11.5% | -20.9% | +32.4% | +12.8% |
| 6M | +21.1% | -37.7% | +58.8% | +23.6% |
| YTD | +12.8% | -38.2% | +51.1% | +15.1% |
| 1Y | +25.7% | -27.1% | +52.8% | +27.9% |
| All | +14.9% | -29.9% | +44.9% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling