-5.1%
XLC vs FIGR
-29.9%
+24.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.8% | +1.1% |
| 7D | +3.7% | +11.0% | -7.3% | +3.4% |
| 30D | -1.9% | +0.7% | -2.6% | -2.0% |
| 3M | -3.1% | -20.9% | +17.8% | -2.9% |
| 6M | -6.4% | -37.7% | +31.4% | -6.1% |
| YTD | -6.8% | -38.2% | +31.4% | -7.5% |
| 1Y | -1.7% | -27.1% | +25.4% | -3.1% |
| All | -5.1% | -29.9% | +24.8% | -5.9% |
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