+29.7%
USB vs FIGR
-31.9%
+61.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.9% | -5.4% | +2.2% |
| 7D | +0.8% | +12.5% | -11.8% | +0.2% |
| 30D | +6.8% | -14.1% | +20.9% | +7.3% |
| 3M | -3.8% | -14.3% | +10.5% | -3.6% |
| 6M | +11.7% | -34.8% | +46.6% | +12.9% |
| YTD | +17.5% | -40.0% | +57.4% | +17.2% |
| 1Y | +33.8% | -32.9% | +66.7% | +33.0% |
| All | +29.7% | -31.9% | +61.6% | +31.1% |
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