+4.0%
EXC vs FIGR
-0.1%
+4.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | -3.7% | +25.2% | -28.9% | -3.3% |
| 3M | -1.3% | +14.8% | -16.1% | -0.9% |
| 6M | -9.7% | +17.9% | -27.6% | -9.4% |
| YTD | +2.9% | -11.9% | +14.8% | +4.2% |
| All | +4.0% | -0.1% | +4.1% | +7.6% |
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