-67.5%
Z vs FIGR
-35.2%
-32.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.8% | -0.7% | -5.1% |
| 7D | -6.5% | +5.6% | -12.1% | -6.8% |
| 30D | -0.1% | -18.2% | +18.1% | +1.4% |
| 3M | -14.1% | -19.0% | +4.9% | -13.0% |
| 6M | -30.1% | -38.0% | +7.9% | -28.1% |
| YTD | -57.5% | -42.9% | -14.7% | -55.9% |
| 1Y | -60.3% | -37.9% | -22.4% | -58.7% |
| All | -67.5% | -35.2% | -32.4% | -66.3% |
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