+26.4%
EWJ vs FIGR
-3.1%
+29.6%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.6% | +6.8% | +2.5% |
| 7D | +0.3% | -3.0% | +3.3% | +0.4% |
| 30D | +0.8% | +13.7% | -12.9% | -0.1% |
| 3M | +7.5% | +23.9% | -16.4% | +5.9% |
| 6M | +15.6% | -8.4% | +24.0% | +14.9% |
| YTD | +22.7% | -14.6% | +37.4% | +20.3% |
| 1Y | +26.4% | +12.1% | +14.3% | +23.4% |
| All | +26.4% | -3.1% | +29.6% | +23.4% |
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