+13.6%
ES vs FIGR
-36.9%
+50.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +8.7% | -11.6% | -2.8% |
| 7D | +1.9% | +5.3% | -3.4% | +2.0% |
| 30D | +7.1% | -17.9% | +25.0% | +6.9% |
| 3M | -1.9% | -20.5% | +18.6% | -2.0% |
| 6M | +4.4% | -40.2% | +44.5% | +4.1% |
| YTD | +7.3% | -44.4% | +51.7% | +7.4% |
| 1Y | +2.1% | -36.3% | +38.5% | +1.8% |
| All | +13.6% | -36.9% | +50.5% | +15.5% |
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