-11.2%
ALLE vs FIGR
+6.3%
-17.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -0.7% |
| 7D | +2.8% | +13.5% | -10.8% | +2.8% |
| 30D | -7.6% | +33.7% | -41.3% | -7.5% |
| 3M | +22.8% | +37.3% | -14.6% | +22.9% |
| 6M | +4.6% | +25.5% | -20.9% | +4.6% |
| YTD | -1.2% | -6.3% | +5.1% | -1.3% |
| All | -11.2% | +6.3% | -17.5% | -12.3% |
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