+79.2%
PR vs FIGR
-30.4%
+109.6%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.1% |
| 7D | +6.0% | +11.0% | -5.0% | +6.7% |
| 30D | -4.2% | +0.7% | -4.9% | -4.0% |
| 3M | +10.0% | -20.9% | +30.9% | +9.0% |
| 6M | +15.6% | -37.7% | +53.4% | +14.1% |
| YTD | +68.2% | -38.2% | +106.4% | +66.6% |
| 1Y | +79.2% | -27.1% | +106.3% | +77.8% |
| All | +79.2% | -30.4% | +109.6% | +77.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling