+32.4%
ET vs FIGR
-3.1%
+35.6%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.9% |
| 7D | +0.2% | -3.0% | +3.3% | +0.2% |
| 30D | +2.9% | +13.7% | -10.8% | +3.0% |
| 3M | +16.8% | +23.9% | -7.1% | +16.9% |
| 6M | +18.9% | -8.4% | +27.3% | +19.1% |
| YTD | +37.7% | -14.6% | +52.3% | +36.4% |
| 1Y | +32.4% | +12.1% | +20.4% | +30.1% |
| All | +32.4% | -3.1% | +35.6% | +30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling