+29.3%
V vs FIGR
-41.8%
+71.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.2% | -0.3% | +3.8% |
| 7D | +9.0% | -1.3% | +10.3% | +9.0% |
| 30D | +18.1% | -17.6% | +35.7% | +18.2% |
| 3M | +18.3% | -16.7% | +35.1% | +18.3% |
| 6M | +34.1% | -36.1% | +70.2% | +34.2% |
| YTD | +25.2% | -43.6% | +68.9% | +24.7% |
| 1Y | +29.3% | -39.8% | +69.2% | +29.3% |
| All | +29.3% | -41.8% | +71.2% | +29.3% |
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