+14.0%
ECL vs FIGR
-29.9%
+44.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.3% | +1.6% |
| 7D | +2.9% | +11.0% | -8.1% | +2.8% |
| 30D | +7.5% | +0.7% | +6.8% | +7.5% |
| 3M | +12.2% | -20.9% | +33.1% | +12.1% |
| 6M | +24.6% | -37.7% | +62.3% | +24.5% |
| YTD | +18.8% | -38.2% | +57.0% | +18.9% |
| 1Y | +19.3% | -27.1% | +46.4% | +19.7% |
| All | +14.0% | -29.9% | +44.0% | +15.0% |
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