+130.4%
TER vs FIGR
-32.8%
+163.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.6% | +4.7% | +7.6% |
| 7D | +5.9% | +5.1% | +0.8% | +5.2% |
| 30D | -30.8% | -15.0% | -15.8% | -28.9% |
| 3M | -29.9% | -13.1% | -16.8% | -28.8% |
| 6M | -27.5% | -37.9% | +10.5% | -23.0% |
| YTD | +37.5% | -40.8% | +78.2% | +37.9% |
| 1Y | +50.3% | -33.1% | +83.4% | +47.2% |
| All | +130.4% | -32.8% | +163.2% | +131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling