+12.0%
XLB vs FIGR
-3.1%
+15.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +0.5% |
| 7D | -2.8% | -3.0% | +0.2% | -2.8% |
| 30D | -3.1% | +13.7% | -16.8% | -3.4% |
| 3M | -0.2% | +23.9% | -24.0% | -0.7% |
| 6M | +3.1% | -8.4% | +11.5% | +2.8% |
| YTD | +13.3% | -14.6% | +27.9% | +12.3% |
| 1Y | +12.0% | +12.1% | -0.1% | +11.7% |
| All | +12.0% | -3.1% | +15.2% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling