+33.7%
EAT vs FIGR
-3.1%
+36.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.9% |
| 7D | -7.7% | -3.0% | -4.7% | -7.6% |
| 30D | -13.6% | +13.7% | -27.2% | -13.9% |
| 3M | +33.9% | +23.9% | +10.0% | +33.1% |
| 6M | +47.2% | -8.4% | +55.6% | +46.7% |
| YTD | +48.1% | -14.6% | +62.7% | +45.6% |
| 1Y | +33.7% | +12.1% | +21.6% | +37.9% |
| All | +33.7% | -3.1% | +36.8% | +37.9% |
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