+5.3%
S vs FIGR
+6.3%
-1.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.4% | -8.7% | -2.7% |
| 7D | -5.8% | +13.5% | -19.4% | -6.7% |
| 30D | -9.2% | +33.7% | -42.9% | -11.2% |
| 3M | +23.4% | +37.3% | -14.0% | +20.0% |
| 6M | +36.9% | +25.5% | +11.4% | +32.8% |
| YTD | +29.5% | -6.3% | +35.8% | +26.5% |
| All | +5.3% | +6.3% | -1.0% | -0.4% |
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