+48.3%
PL vs FIGR
-32.8%
+81.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.2% | -0.5% |
| 7D | +13.4% | +5.1% | +8.3% | +12.1% |
| 30D | -10.2% | -15.0% | +4.9% | -6.4% |
| 3M | -39.5% | -13.1% | -26.4% | -38.7% |
| 6M | -65.7% | -37.9% | -27.8% | -62.4% |
| YTD | -27.3% | -40.8% | +13.5% | -24.3% |
| 1Y | +15.0% | -33.1% | +48.1% | +16.1% |
| All | +48.3% | -32.8% | +81.1% | +62.6% |
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 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