+13.5%
EQX vs FIGR
-3.1%
+16.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.3% | +2.2% |
| 7D | -3.2% | -3.0% | -0.2% | -2.9% |
| 30D | +7.8% | +13.7% | -5.9% | +6.1% |
| 3M | +21.3% | +23.9% | -2.5% | +18.1% |
| 6M | -22.4% | -8.4% | -14.0% | -22.9% |
| YTD | -11.3% | -14.6% | +3.3% | -12.9% |
| 1Y | +13.5% | +12.1% | +1.4% | +8.0% |
| All | +13.5% | -3.1% | +16.6% | +8.0% |
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 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