-14.6%
ELF vs FIGR
-29.9%
+15.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +4.1% |
| 7D | +1.6% | +11.0% | -9.4% | +0.1% |
| 30D | +9.1% | +0.7% | +8.4% | +8.7% |
| 3M | +28.2% | -20.9% | +49.1% | +30.7% |
| 6M | +119.5% | -37.7% | +157.3% | +126.9% |
| YTD | +55.2% | -38.2% | +93.4% | +55.2% |
| 1Y | +58.6% | -27.1% | +85.7% | +48.4% |
| All | -14.6% | -29.9% | +15.4% | -16.8% |
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