+11.9%
FE vs FIGR
-36.9%
+48.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.2% | -0.3% |
| 7D | 0.0% | +5.3% | -5.3% | 0.0% |
| 30D | +5.2% | -17.9% | +23.1% | +5.0% |
| 3M | 0.0% | -20.5% | +20.5% | -0.2% |
| 6M | +5.0% | -40.2% | +45.2% | +4.5% |
| YTD | +7.9% | -44.4% | +52.2% | +8.3% |
| 1Y | +6.3% | -36.3% | +42.7% | +6.9% |
| All | +11.9% | -36.9% | +48.8% | +14.8% |
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