-61.3%
Z vs FIGR
-0.1%
-61.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.1% |
| 7D | -3.0% | -0.2% | -2.8% | -3.0% |
| 30D | -4.2% | +25.2% | -29.3% | -5.9% |
| 3M | -3.7% | +14.8% | -18.5% | -5.1% |
| 6M | -24.5% | +17.9% | -42.4% | -26.2% |
| YTD | -49.3% | -11.9% | -37.3% | -49.0% |
| All | -61.3% | -0.1% | -61.1% | -61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling