+34.3%
EWZ vs FIGR
+6.3%
+28.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.4% | -4.4% | +1.7% |
| 7D | +5.6% | +13.5% | -8.0% | +5.0% |
| 30D | +9.3% | +33.7% | -24.4% | +8.0% |
| 3M | +15.7% | +37.3% | -21.7% | +14.0% |
| 6M | +7.4% | +25.5% | -18.1% | +6.1% |
| YTD | +22.7% | -6.3% | +29.0% | +20.2% |
| All | +34.3% | +6.3% | +28.0% | +32.1% |
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 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