+24.9%
UPS vs FIGR
+5.9%
+19.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -3.7% | +14.9% | -18.5% | -3.8% |
| 30D | -3.7% | +32.3% | -36.0% | -4.0% |
| 3M | -6.6% | +34.8% | -41.3% | -6.8% |
| 6M | +2.6% | +16.8% | -14.2% | +2.3% |
| YTD | +4.8% | -6.7% | +11.4% | +3.2% |
| All | +24.9% | +5.9% | +19.0% | +22.3% |
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