+24.1%
V vs FIGR
-35.2%
+59.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | +0.2% |
| 7D | +0.6% | +5.6% | -5.0% | +0.6% |
| 30D | +9.7% | -18.2% | +28.0% | +9.8% |
| 3M | +17.3% | -19.0% | +36.3% | +17.2% |
| 6M | +33.2% | -38.0% | +71.2% | +33.1% |
| YTD | +21.3% | -42.9% | +64.2% | +21.2% |
| 1Y | +27.3% | -37.9% | +65.3% | +27.8% |
| All | +24.1% | -35.2% | +59.3% | +27.3% |
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 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