+4.7%
EXC vs FIGR
+6.3%
-1.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | +0.8% |
| 7D | +1.2% | +13.5% | -12.3% | +1.5% |
| 30D | -2.7% | +33.7% | -36.4% | -2.2% |
| 3M | -1.0% | +37.3% | -38.3% | -0.3% |
| 6M | -9.3% | +25.5% | -34.8% | -8.9% |
| YTD | +3.6% | -6.3% | +9.9% | +5.0% |
| All | +4.7% | +6.3% | -1.5% | +8.5% |
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