-10.2%
UL vs FIGR
-3.1%
-7.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.3% | +0.4% |
| 7D | -3.4% | -3.0% | -0.4% | -3.5% |
| 30D | +0.5% | +13.7% | -13.2% | +1.4% |
| 3M | +7.2% | +23.9% | -16.6% | +9.0% |
| 6M | -3.1% | -8.4% | +5.4% | -2.9% |
| YTD | -2.7% | -14.6% | +11.9% | -1.5% |
| 1Y | -10.2% | +12.1% | -22.3% | -7.5% |
| All | -10.2% | -3.1% | -7.1% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling