+32.4%
USB vs FIGR
-34.7%
+67.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -0.3% |
| 7D | -0.5% | +5.1% | -5.6% | -0.8% |
| 30D | +5.7% | -15.0% | +20.7% | +6.3% |
| 3M | -4.7% | -13.1% | +8.4% | -4.7% |
| 6M | +13.4% | -37.9% | +51.3% | +14.8% |
| YTD | +17.0% | -40.8% | +57.8% | +17.0% |
| 1Y | +32.4% | -33.1% | +65.5% | +34.3% |
| All | +32.4% | -34.7% | +67.0% | +34.3% |
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 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