+44.8%
XLE vs FIGR
-35.2%
+80.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.2% | +0.3% |
| 7D | -6.7% | +5.6% | -12.3% | -6.5% |
| 30D | -4.4% | -18.2% | +13.8% | -4.9% |
| 3M | +4.0% | -19.0% | +23.0% | +3.5% |
| 6M | +13.2% | -38.0% | +51.1% | +12.4% |
| YTD | +41.9% | -42.9% | +84.7% | +39.9% |
| 1Y | +41.6% | -37.9% | +79.6% | +39.1% |
| All | +44.8% | -35.2% | +80.0% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling