+5.1%
EIX vs FIGR
-3.1%
+8.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -1.5% |
| 7D | -1.4% | -3.0% | +1.7% | -1.4% |
| 30D | -19.3% | +13.7% | -33.0% | -18.9% |
| 3M | -21.7% | +23.9% | -45.5% | -21.0% |
| 6M | -19.8% | -8.4% | -11.4% | -19.6% |
| YTD | -3.0% | -14.6% | +11.6% | -1.5% |
| 1Y | +5.1% | +12.1% | -7.0% | +9.7% |
| All | +5.1% | -3.1% | +8.2% | +9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling