+31.2%
EL vs FIGR
-32.8%
+64.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -1.3% |
| 7D | +0.3% | +5.1% | -4.8% | -0.2% |
| 30D | +12.3% | -15.0% | +27.3% | +13.5% |
| 3M | +28.4% | -13.1% | +41.5% | +29.5% |
| 6M | +36.7% | -37.9% | +74.7% | +40.4% |
| YTD | +8.4% | -40.8% | +49.2% | +10.3% |
| 1Y | +25.4% | -33.1% | +58.5% | +25.7% |
| All | +31.2% | -32.8% | +64.0% | +30.3% |
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