+8.8%
ALLE vs FIGR
-31.9%
+40.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.9% | -5.1% | +2.8% |
| 7D | -0.6% | +12.5% | -13.2% | -0.6% |
| 30D | +26.6% | -14.1% | +40.7% | +26.5% |
| 3M | +13.2% | -14.3% | +27.5% | +13.2% |
| 6M | +42.9% | -34.8% | +77.7% | +42.4% |
| YTD | +21.0% | -40.0% | +61.0% | +20.8% |
| 1Y | +15.2% | -32.9% | +48.1% | +14.9% |
| All | +8.8% | -31.9% | +40.7% | +7.3% |
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 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