+18.7%
NET vs FIGR
-36.1%
+54.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.7% | -3.0% |
| 7D | -16.4% | -1.3% | -15.0% | -16.2% |
| 30D | -25.8% | -17.6% | -8.2% | -24.4% |
| 3M | -11.5% | -16.7% | +5.2% | -10.1% |
| 6M | +18.9% | -36.1% | +55.0% | +22.9% |
| YTD | +35.2% | -43.6% | +78.9% | +33.9% |
| 1Y | +14.5% | -39.8% | +54.3% | +11.7% |
| All | +18.7% | -36.1% | +54.7% | +10.3% |
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 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