-14.5%
XHB vs FIGR
+6.3%
-20.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.4% | -8.8% | -2.5% |
| 7D | +0.2% | +13.5% | -13.4% | -0.1% |
| 30D | -9.1% | +33.7% | -42.8% | -9.5% |
| 3M | -2.3% | +37.3% | -39.7% | -2.9% |
| 6M | -4.1% | +25.5% | -29.7% | -4.5% |
| YTD | -1.7% | -6.3% | +4.6% | -1.9% |
| All | -14.5% | +6.3% | -20.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling