+39.6%
NTR vs FIGR
-3.1%
+42.7%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.3% | -0.4% |
| 7D | -1.3% | -3.0% | +1.7% | -1.3% |
| 30D | +16.8% | +13.7% | +3.1% | +16.8% |
| 3M | +20.7% | +23.9% | -3.1% | +20.8% |
| 6M | +0.5% | -8.4% | +9.0% | +0.7% |
| YTD | +29.2% | -14.6% | +43.8% | +28.6% |
| 1Y | +39.6% | +12.1% | +27.5% | +37.5% |
| All | +39.6% | -3.1% | +42.7% | +37.5% |
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 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