-65.6%
Z vs FIGR
-31.9%
-33.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.9% | -4.1% | +3.1% |
| 7D | -5.2% | +12.5% | -17.7% | -6.1% |
| 30D | +5.7% | -14.1% | +19.8% | +6.8% |
| 3M | -8.7% | -14.3% | +5.6% | -8.0% |
| 6M | -26.0% | -34.8% | +8.9% | -24.3% |
| YTD | -55.0% | -40.0% | -15.1% | -53.6% |
| 1Y | -58.0% | -32.9% | -25.1% | -56.4% |
| All | -65.6% | -31.9% | -33.8% | -64.5% |
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 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