+8.2%
EW vs FIGR
-3.1%
+11.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.6% | +1.9% | -2.7% |
| 7D | -6.2% | -3.0% | -3.1% | -6.1% |
| 30D | -9.3% | +13.7% | -23.0% | -9.7% |
| 3M | -1.6% | +23.9% | -25.5% | -2.3% |
| 6M | -0.8% | -8.4% | +7.6% | -1.1% |
| YTD | -1.0% | -14.6% | +13.6% | -0.9% |
| 1Y | +8.2% | +12.1% | -3.9% | +12.3% |
| All | +8.2% | -3.1% | +11.3% | +12.3% |
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