+18.8%
EL vs FIGR
+6.3%
+12.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.4% | -8.5% | -2.6% |
| 7D | +1.7% | +13.5% | -11.9% | +0.6% |
| 30D | +15.5% | +33.7% | -18.2% | +12.9% |
| 3M | +20.6% | +37.3% | -16.8% | +17.5% |
| 6M | +10.5% | +25.5% | -15.1% | +8.0% |
| YTD | -1.9% | -6.3% | +4.4% | -3.4% |
| All | +18.8% | +6.3% | +12.5% | +14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling