-13.6%
ELF vs FIGR
-31.9%
+18.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +7.9% | -5.1% | +1.7% |
| 7D | +7.8% | +12.5% | -4.7% | +6.2% |
| 30D | +9.3% | -14.1% | +23.4% | +10.9% |
| 3M | +21.2% | -14.3% | +35.5% | +22.5% |
| 6M | +96.1% | -34.8% | +130.9% | +102.2% |
| YTD | +57.0% | -40.0% | +96.9% | +57.7% |
| 1Y | +61.9% | -32.9% | +94.8% | +55.2% |
| All | -13.6% | -31.9% | +18.3% | -15.5% |
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