+49.3%
EXEL vs FIGR
+5.9%
+43.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.1% |
| 7D | -0.3% | +14.9% | -15.2% | -0.2% |
| 30D | +10.1% | +32.3% | -22.1% | +10.7% |
| 3M | +10.1% | +34.8% | -24.7% | +10.7% |
| 6M | +37.7% | +16.8% | +20.9% | +38.5% |
| YTD | +33.1% | -6.7% | +39.7% | +33.6% |
| All | +49.3% | +5.9% | +43.4% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling