+42.8%
PL vs FIGR
-29.9%
+72.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | -0.2% |
| 7D | +10.0% | +11.0% | -0.9% | +6.9% |
| 30D | -2.3% | +0.7% | -2.9% | -2.7% |
| 3M | -44.2% | -20.9% | -23.3% | -42.0% |
| 6M | -66.1% | -37.7% | -28.4% | -62.9% |
| YTD | -30.0% | -38.2% | +8.3% | -28.0% |
| 1Y | +21.0% | -27.1% | +48.1% | +19.2% |
| All | +42.8% | -29.9% | +72.8% | +54.6% |
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