+59.4%
EXPD vs FIGR
-32.8%
+92.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.8% | +2.8% |
| 7D | -1.6% | +5.1% | -6.7% | -1.7% |
| 30D | +0.6% | -15.0% | +15.6% | +0.8% |
| 3M | +9.8% | -13.1% | +22.9% | +9.9% |
| 6M | +25.8% | -37.9% | +63.7% | +26.0% |
| YTD | +31.3% | -40.8% | +72.0% | +31.5% |
| 1Y | +40.9% | -33.1% | +74.1% | +41.8% |
| All | +59.4% | -32.8% | +92.2% | +60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling