+33.2%
ET vs FIGR
+5.9%
+27.4%
-8.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +0.6% | +14.9% | -14.2% | +0.8% |
| 30D | +5.3% | +32.3% | -27.0% | +5.6% |
| 3M | +15.6% | +34.8% | -19.1% | +15.9% |
| 6M | +20.6% | +16.8% | +3.8% | +20.9% |
| YTD | +38.5% | -6.7% | +45.2% | +37.3% |
| All | +33.2% | +5.9% | +27.4% | +31.0% |
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 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