-15.9%
ELF vs FIGR
-36.9%
+21.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +8.7% | -3.0% | +4.6% |
| 7D | +4.0% | +5.3% | -1.3% | +3.3% |
| 30D | +10.6% | -17.9% | +28.5% | +13.0% |
| 3M | +25.8% | -20.5% | +46.4% | +28.4% |
| 6M | +89.1% | -40.2% | +129.3% | +97.1% |
| YTD | +52.7% | -44.4% | +97.1% | +55.0% |
| 1Y | +51.7% | -36.3% | +88.1% | +45.7% |
| All | -15.9% | -36.9% | +21.0% | -16.9% |
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