+7.6%
XLF vs FIGR
-3.1%
+10.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +0.8% |
| 7D | -1.5% | -3.0% | +1.6% | -1.4% |
| 30D | -1.2% | +13.7% | -14.8% | -1.8% |
| 3M | +9.2% | +23.9% | -14.7% | +7.9% |
| 6M | +16.3% | -8.4% | +24.8% | +15.9% |
| YTD | +5.4% | -14.6% | +20.1% | +4.5% |
| 1Y | +7.6% | +12.1% | -4.5% | +8.1% |
| All | +7.6% | -3.1% | +10.7% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling