+59.6%
EXPD vs FIGR
-29.9%
+89.5%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | -0.4% |
| 7D | +5.5% | +11.0% | -5.5% | +5.3% |
| 30D | -0.8% | +0.7% | -1.5% | -0.9% |
| 3M | +4.1% | -20.9% | +25.0% | +4.4% |
| 6M | +25.7% | -37.7% | +63.4% | +25.9% |
| YTD | +31.4% | -38.2% | +69.7% | +31.5% |
| 1Y | +42.2% | -27.1% | +69.3% | +43.1% |
| All | +59.6% | -29.9% | +89.5% | +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 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