+10.2%
EXC vs FIGR
-29.9%
+40.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.1% | +1.3% |
| 7D | +1.4% | +11.0% | -9.6% | +1.6% |
| 30D | +8.6% | +0.7% | +7.9% | +8.7% |
| 3M | +2.4% | -20.9% | +23.3% | +2.2% |
| 6M | +6.5% | -37.7% | +44.2% | +6.2% |
| YTD | +9.0% | -38.2% | +47.3% | +10.0% |
| 1Y | +4.6% | -27.1% | +31.7% | +5.5% |
| All | +10.2% | -29.9% | +40.2% | +13.6% |
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 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