+51.0%
EXEL vs FIGR
-0.1%
+51.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | +8.4% | -0.2% | +8.6% | +8.4% |
| 30D | +4.1% | +25.2% | -21.1% | +4.5% |
| 3M | +12.4% | +14.8% | -2.4% | +12.7% |
| 6M | +41.5% | +17.9% | +23.6% | +42.6% |
| YTD | +34.6% | -11.9% | +46.6% | +35.1% |
| All | +51.0% | -0.1% | +51.1% | +57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling