-24.5%
ELF vs FIGR
+6.3%
-30.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.4% | -11.3% | -5.6% |
| 7D | -1.2% | +13.5% | -14.7% | -2.7% |
| 30D | +5.9% | +33.7% | -27.8% | +2.0% |
| 3M | +99.5% | +37.3% | +62.2% | +91.1% |
| 6M | +26.5% | +25.5% | +1.0% | +21.2% |
| YTD | +37.2% | -6.3% | +43.5% | +31.4% |
| All | -24.5% | +6.3% | -30.7% | -29.6% |
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