+17.3%
P vs FIGR
-36.9%
+54.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.7% | -5.2% | +2.2% |
| 7D | -23.8% | +5.3% | -29.1% | -24.3% |
| 30D | -36.6% | -17.9% | -18.7% | -34.8% |
| 3M | +10.9% | -20.5% | +31.4% | +12.5% |
| 6M | +30.0% | -40.2% | +70.2% | +36.8% |
| YTD | +44.4% | -44.4% | +88.7% | +44.7% |
| 1Y | +3.9% | -36.3% | +40.3% | -0.2% |
| All | +17.3% | -36.9% | +54.2% | +8.6% |
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