-14.2%
ELF vs FIGR
-35.2%
+21.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.8% | +4.1% | -0.1% |
| 7D | +6.3% | +5.6% | +0.7% | +5.5% |
| 30D | +8.5% | -18.2% | +26.7% | +10.9% |
| 3M | +24.4% | -19.0% | +43.4% | +26.7% |
| 6M | +94.7% | -38.0% | +132.7% | +102.0% |
| YTD | +55.9% | -42.9% | +98.7% | +57.6% |
| 1Y | +48.4% | -37.9% | +86.3% | +44.5% |
| All | -14.2% | -35.2% | +21.0% | -15.6% |
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