-33.3%
EFX vs FIGR
+6.3%
-39.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.4% | -9.5% | -3.2% |
| 7D | -7.8% | +13.5% | -21.4% | -8.0% |
| 30D | -5.7% | +33.7% | -39.4% | -6.2% |
| 3M | +2.5% | +37.3% | -34.8% | +1.8% |
| 6M | -16.7% | +25.5% | -42.2% | -17.5% |
| YTD | -20.2% | -6.3% | -13.9% | -19.2% |
| All | -33.3% | +6.3% | -39.6% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling