+37.6%
TECH vs FIGR
-32.8%
+70.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.7% | -0.1% |
| 7D | +0.1% | +5.1% | -5.0% | 0.0% |
| 30D | +0.3% | -15.0% | +15.3% | +0.6% |
| 3M | +1.0% | -13.1% | +14.1% | +1.1% |
| 6M | +54.0% | -37.9% | +91.9% | +55.0% |
| YTD | +24.3% | -40.8% | +65.1% | +24.7% |
| 1Y | +23.7% | -33.1% | +56.8% | +24.1% |
| All | +37.6% | -32.8% | +70.4% | +36.7% |
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