+15.2%
XYZ vs FIGR
-36.9%
+52.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.7% | -7.0% | +0.8% |
| 7D | +12.1% | +5.3% | +6.8% | +11.6% |
| 30D | +12.4% | -17.9% | +30.3% | +14.3% |
| 3M | +8.2% | -20.5% | +28.7% | +10.0% |
| 6M | +20.7% | -40.2% | +60.9% | +25.1% |
| YTD | +31.3% | -44.4% | +75.7% | +34.5% |
| 1Y | +20.5% | -36.3% | +56.8% | +19.6% |
| All | +15.2% | -36.9% | +52.0% | +12.7% |
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