-34.3%
EFX vs FIGR
-3.1%
-31.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +0.6% |
| 7D | -4.5% | -3.0% | -1.5% | -4.5% |
| 30D | -6.1% | +13.7% | -19.7% | -6.3% |
| 3M | +6.2% | +23.9% | -17.7% | +5.7% |
| 6M | -11.2% | -8.4% | -2.8% | -11.6% |
| YTD | -21.4% | -14.6% | -6.8% | -20.3% |
| 1Y | -34.3% | +12.1% | -46.4% | -31.7% |
| All | -34.3% | -3.1% | -31.2% | -31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling