+29.3%
USB vs FIGR
-35.2%
+64.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.5% | -0.1% |
| 7D | +1.4% | +5.6% | -4.2% | +1.2% |
| 30D | +6.4% | -18.2% | +24.6% | +7.2% |
| 3M | -4.5% | -19.0% | +14.5% | -4.1% |
| 6M | +11.4% | -38.0% | +49.3% | +12.8% |
| YTD | +17.1% | -42.9% | +59.9% | +17.1% |
| 1Y | +32.6% | -37.9% | +70.5% | +32.3% |
| All | +29.3% | -35.2% | +64.5% | +31.0% |
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