+23.7%
P vs FIGR
-35.2%
+58.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | -0.1% |
| 7D | -13.3% | +5.6% | -18.9% | -13.9% |
| 30D | -34.0% | -18.2% | -15.8% | -32.1% |
| 3M | +4.1% | -19.0% | +23.1% | +5.3% |
| 6M | +30.5% | -38.0% | +68.5% | +36.5% |
| YTD | +52.2% | -42.9% | +95.0% | +51.9% |
| 1Y | +10.3% | -37.9% | +48.2% | +6.8% |
| All | +23.7% | -35.2% | +58.8% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling