+14.8%
EIX vs FIGR
-35.2%
+50.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +4.9% | 0.0% |
| 7D | +1.0% | +5.6% | -4.6% | +1.1% |
| 30D | +8.9% | -18.2% | +27.1% | +8.4% |
| 3M | -9.8% | -19.0% | +9.2% | -10.0% |
| 6M | -10.2% | -38.0% | +27.8% | -10.7% |
| YTD | +5.9% | -42.9% | +48.8% | +6.7% |
| 1Y | +10.9% | -37.9% | +48.8% | +12.1% |
| All | +14.8% | -35.2% | +50.0% | +18.8% |
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