+20.5%
QLD vs FIGR
-35.2%
+55.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.8% | +3.6% | -0.4% |
| 7D | -3.8% | +5.6% | -9.4% | -4.5% |
| 30D | -20.5% | -18.2% | -2.3% | -18.1% |
| 3M | -14.6% | -19.0% | +4.4% | -12.6% |
| 6M | -14.7% | -38.0% | +23.3% | -10.0% |
| YTD | +11.2% | -42.9% | +54.0% | +13.5% |
| 1Y | +7.1% | -37.9% | +45.0% | +7.1% |
| All | +20.5% | -35.2% | +55.7% | +19.9% |
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