+40.0%
EAT vs FIGR
+6.3%
+33.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.4% | -9.8% | -3.5% |
| 7D | -4.9% | +13.5% | -18.5% | -5.2% |
| 30D | -1.2% | +33.7% | -34.9% | -1.9% |
| 3M | +52.2% | +37.3% | +14.9% | +51.0% |
| 6M | +65.0% | +25.5% | +39.5% | +64.6% |
| YTD | +55.0% | -6.3% | +61.3% | +52.1% |
| All | +40.0% | +6.3% | +33.7% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling