+29.8%
PL vs FIGR
-36.9%
+66.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +8.7% | +1.6% | +8.0% |
| 7D | -6.8% | +5.3% | -12.1% | -8.0% |
| 30D | -29.3% | -17.9% | -11.4% | -25.7% |
| 3M | -44.8% | -20.5% | -24.2% | -42.7% |
| 6M | -68.4% | -40.2% | -28.2% | -64.9% |
| YTD | -36.4% | -44.4% | +8.0% | -32.7% |
| 1Y | +0.7% | -36.3% | +37.0% | +3.2% |
| All | +29.8% | -36.9% | +66.7% | +44.6% |
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