+5.8%
ALLE vs FIGR
-36.9%
+42.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.7% | -0.9% |
| 7D | -0.6% | +5.3% | -5.9% | -0.5% |
| 30D | +25.3% | -17.9% | +43.2% | +25.2% |
| 3M | +10.3% | -20.5% | +30.8% | +10.3% |
| 6M | +38.0% | -40.2% | +78.2% | +37.5% |
| YTD | +17.8% | -44.4% | +62.1% | +17.5% |
| 1Y | +13.6% | -36.3% | +49.9% | +13.3% |
| All | +5.8% | -36.9% | +42.7% | +4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling