+89.7%
ASML vs FIGR
-31.9%
+121.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.9% | -1.7% | +5.0% |
| 7D | -0.8% | +12.5% | -13.4% | -2.6% |
| 30D | -14.9% | -14.1% | -0.8% | -13.2% |
| 3M | -13.0% | -14.3% | +1.4% | -12.0% |
| 6M | -4.7% | -34.8% | +30.1% | -0.7% |
| YTD | +42.3% | -40.0% | +82.3% | +43.7% |
| 1Y | +49.7% | -32.9% | +82.6% | +47.6% |
| All | +89.7% | -31.9% | +121.6% | +81.0% |
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