+140.0%
EWY vs FIGR
+1.6%
+138.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.1% | -0.1% | -3.7% |
| 7D | +1.2% | +1.0% | +0.2% | +1.1% |
| 30D | +9.3% | +31.4% | -22.1% | +5.4% |
| 3M | +2.4% | +30.3% | -27.9% | -1.1% |
| 6M | +40.3% | -7.6% | +47.9% | +38.1% |
| YTD | +88.0% | -10.5% | +98.5% | +82.4% |
| All | +140.0% | +1.6% | +138.4% | +127.1% |
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 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