+149.4%
EWY vs FIGR
+6.3%
+143.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.4% | -5.9% | -0.3% |
| 7D | +8.0% | +13.5% | -5.5% | +6.2% |
| 30D | +14.3% | +33.7% | -19.4% | +10.0% |
| 3M | +2.3% | +37.3% | -35.0% | -1.9% |
| 6M | +49.9% | +25.5% | +24.3% | +44.9% |
| YTD | +95.3% | -6.3% | +101.6% | +88.5% |
| All | +149.4% | +6.3% | +143.1% | +134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling