+5.8%
VNQ vs FIGR
+5.9%
-0.1%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | -0.9% | +14.9% | -15.7% | -1.0% |
| 30D | -2.2% | +32.3% | -34.5% | -2.4% |
| 3M | -1.9% | +34.8% | -36.7% | -2.2% |
| 6M | +3.2% | +16.8% | -13.5% | +3.0% |
| YTD | +9.4% | -6.7% | +16.1% | +9.5% |
| All | +5.8% | +5.9% | -0.1% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling