+0.1%
ECL vs FIGR
+5.9%
-5.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -2.7% | +14.9% | -17.6% | -2.7% |
| 30D | -4.3% | +32.3% | -36.6% | -4.2% |
| 3M | +3.2% | +34.8% | -31.6% | +3.4% |
| 6M | -2.9% | +16.8% | -19.7% | -2.8% |
| YTD | +4.3% | -6.7% | +10.9% | +4.5% |
| All | +0.1% | +5.9% | -5.8% | +1.1% |
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