-14.2%
ELF vs FIGR
-32.8%
+18.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.7% | -0.5% |
| 7D | +4.3% | +5.1% | -0.8% | +3.5% |
| 30D | +7.7% | -15.0% | +22.8% | +9.5% |
| 3M | +24.7% | -13.1% | +37.8% | +25.8% |
| 6M | +114.6% | -37.9% | +152.6% | +122.4% |
| YTD | +55.8% | -40.8% | +96.6% | +56.8% |
| 1Y | +51.9% | -33.1% | +85.1% | +45.3% |
| All | -14.2% | -32.8% | +18.6% | -16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling