+12.8%
ECL vs FIGR
-35.2%
+48.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | -0.2% |
| 7D | +0.4% | +5.6% | -5.2% | +0.5% |
| 30D | +8.6% | -18.2% | +26.8% | +8.5% |
| 3M | +7.9% | -19.0% | +26.9% | +7.9% |
| 6M | +21.0% | -38.0% | +59.0% | +21.0% |
| YTD | +17.5% | -42.9% | +60.4% | +17.6% |
| 1Y | +19.7% | -37.9% | +57.6% | +20.1% |
| All | +12.8% | -35.2% | +48.0% | +13.8% |
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