+10.9%
W vs FIGR
+6.3%
+4.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.4% | -5.9% | -0.2% |
| 7D | +6.5% | +13.5% | -7.1% | +4.8% |
| 30D | -6.2% | +33.7% | -39.9% | -9.8% |
| 3M | +48.9% | +37.3% | +11.5% | +42.5% |
| 6M | +31.2% | +25.5% | +5.7% | +25.4% |
| YTD | -0.4% | -6.3% | +5.9% | -3.0% |
| All | +10.9% | +6.3% | +4.6% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling