-66.6%
Z vs FIGR
-29.9%
-36.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.2% | +3.6% |
| 7D | +0.8% | +11.0% | -10.1% | -0.1% |
| 30D | +5.2% | +0.7% | +4.5% | +4.9% |
| 3M | -17.0% | -20.9% | +3.9% | -15.9% |
| 6M | -22.7% | -37.7% | +15.1% | -20.7% |
| YTD | -56.3% | -38.2% | -18.1% | -55.0% |
| 1Y | -57.7% | -27.1% | -30.6% | -56.2% |
| All | -66.6% | -29.9% | -36.7% | -65.6% |
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