-39.8%
FIGR vs ESTC
+1.6%
-41.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.0% | +4.5% |
| 7D | -1.3% | -15.9% | +14.5% | +4.5% |
| 30D | -17.6% | -5.5% | -12.1% | -16.3% |
| 3M | -16.7% | +26.2% | -42.9% | -25.9% |
| 6M | -36.1% | +77.0% | -113.1% | -52.9% |
| YTD | -43.6% | +18.9% | -62.5% | -46.5% |
| 1Y | -39.8% | +1.3% | -41.1% | -41.7% |
| All | -39.8% | +1.6% | -41.4% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling