-46.1%
RUN vs FIGR
+1.6%
-47.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.1% | -0.9% |
| 7D | -3.4% | +1.0% | -4.4% | -3.6% |
| 30D | -14.0% | +31.4% | -45.3% | -20.6% |
| 3M | -27.5% | +30.3% | -57.8% | -33.5% |
| 6M | -29.0% | -7.6% | -21.3% | -29.6% |
| YTD | -53.1% | -10.5% | -42.6% | -54.7% |
| All | -46.1% | +1.6% | -47.7% | -48.8% |
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 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