-3.1%
U vs FIGR
+1.6%
-4.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.2% |
| 7D | 0.0% | +1.0% | -1.0% | -0.3% |
| 30D | -4.1% | +31.4% | -35.5% | -10.4% |
| 3M | +57.8% | +30.3% | +27.5% | +46.5% |
| 6M | +103.5% | -7.6% | +111.2% | +101.6% |
| YTD | -4.8% | -10.5% | +5.7% | -7.4% |
| All | -3.1% | +1.6% | -4.6% | -10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling