+30.6%
EEM vs FIGR
+1.6%
+29.1%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -1.9% |
| 7D | -0.7% | +1.0% | -1.7% | -0.8% |
| 30D | +2.4% | +31.4% | -29.0% | +0.3% |
| 3M | +4.2% | +30.3% | -26.1% | +2.0% |
| 6M | +14.8% | -7.6% | +22.4% | +13.7% |
| YTD | +23.1% | -10.5% | +33.6% | +20.5% |
| All | +30.6% | +1.6% | +29.1% | +27.7% |
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