+10.8%
FE vs FIGR
+6.3%
+4.6%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.4% | -7.1% | -0.6% |
| 7D | +0.6% | +13.5% | -12.9% | +0.9% |
| 30D | -2.1% | +33.7% | -35.8% | -1.6% |
| 3M | +2.6% | +37.3% | -34.7% | +3.3% |
| 6M | -6.8% | +25.5% | -32.3% | -6.4% |
| YTD | +6.9% | -6.3% | +13.2% | +8.0% |
| All | +10.8% | +6.3% | +4.6% | +14.5% |
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