-33.1%
FIGR vs ESTC
-5.7%
-27.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.6% | +3.6% |
| 7D | +5.1% | -2.6% | +7.7% | +6.3% |
| 30D | -15.0% | -8.6% | -6.4% | -12.4% |
| 3M | -13.1% | +14.4% | -27.5% | -19.1% |
| 6M | -37.9% | +73.3% | -111.2% | -53.7% |
| YTD | -40.8% | +15.7% | -56.5% | -42.6% |
| 1Y | -33.1% | -7.6% | -25.5% | -34.4% |
| All | -33.1% | -5.7% | -27.4% | -34.4% |
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