+22.2%
EME vs FIGR
-3.1%
+25.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -4.6% | +9.0% | +4.9% |
| 7D | +3.5% | -3.0% | +6.5% | +3.8% |
| 30D | -6.3% | +13.7% | -20.0% | -8.4% |
| 3M | -3.8% | +23.9% | -27.6% | -7.4% |
| 6M | +8.5% | -8.4% | +16.9% | +7.4% |
| YTD | +27.8% | -14.6% | +42.4% | +22.9% |
| 1Y | +22.2% | +12.1% | +10.1% | +15.1% |
| All | +22.2% | -3.1% | +25.4% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling