+11.2%
EW vs FIGR
+6.3%
+4.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.4% | -9.9% | -3.7% |
| 7D | -4.4% | +13.5% | -18.0% | -4.7% |
| 30D | -3.3% | +33.7% | -37.0% | -4.1% |
| 3M | +1.0% | +37.3% | -36.3% | +0.1% |
| 6M | +6.2% | +25.5% | -19.3% | +5.5% |
| YTD | +1.7% | -6.3% | +8.0% | +1.7% |
| All | +11.2% | +6.3% | +4.9% | +15.2% |
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