+3.4%
UUUU vs FIGR
-3.1%
+6.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.6% | -0.3% | -3.7% |
| 7D | -10.5% | -3.0% | -7.5% | -9.7% |
| 30D | -10.5% | +13.7% | -24.2% | -13.9% |
| 3M | -14.1% | +23.9% | -38.0% | -20.0% |
| 6M | -35.5% | -8.4% | -27.0% | -35.4% |
| YTD | -10.9% | -14.6% | +3.7% | -14.8% |
| 1Y | +3.4% | +12.1% | -8.7% | -5.1% |
| All | +3.4% | -3.1% | +6.5% | -5.1% |
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 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