+10.1%
UNH vs FIGR
-3.1%
+13.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.3% | -2.3% |
| 7D | -4.5% | -3.0% | -1.5% | -4.5% |
| 30D | -6.5% | +13.7% | -20.2% | -6.8% |
| 3M | -6.0% | +23.9% | -29.9% | -6.5% |
| 6M | +33.7% | -8.4% | +42.1% | +33.5% |
| YTD | +16.4% | -14.6% | +31.0% | +16.4% |
| 1Y | +10.1% | +12.1% | -2.0% | +14.1% |
| All | +10.1% | -3.1% | +13.2% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling