+19.3%
XYZ vs FIGR
-31.9%
+51.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.9% | -4.3% | +2.8% |
| 7D | +14.9% | +12.5% | +2.4% | +13.5% |
| 30D | +14.7% | -14.1% | +28.7% | +16.0% |
| 3M | +12.1% | -14.3% | +26.4% | +13.0% |
| 6M | +18.3% | -34.8% | +53.2% | +21.5% |
| YTD | +36.1% | -40.0% | +76.0% | +38.2% |
| 1Y | +35.3% | -32.9% | +68.2% | +34.0% |
| All | +19.3% | -31.9% | +51.2% | +15.8% |
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