+76.3%
PR vs FIGR
+6.3%
+70.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.4% | -5.2% | +1.5% |
| 7D | -0.6% | +13.5% | -14.1% | 0.0% |
| 30D | +17.4% | +33.7% | -16.3% | +19.2% |
| 3M | +21.8% | +37.3% | -15.6% | +24.0% |
| 6M | +27.6% | +25.5% | +2.1% | +29.9% |
| YTD | +71.4% | -6.3% | +77.7% | +72.5% |
| All | +76.3% | +6.3% | +70.0% | +79.8% |
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