+2.4%
XLU vs FIGR
-3.1%
+5.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | -0.3% |
| 7D | -1.6% | -3.0% | +1.4% | -1.6% |
| 30D | -3.3% | +13.7% | -17.0% | -3.2% |
| 3M | -3.2% | +23.9% | -27.0% | -3.0% |
| 6M | -7.0% | -8.4% | +1.5% | -6.8% |
| YTD | +0.6% | -14.6% | +15.2% | +0.7% |
| 1Y | +2.4% | +12.1% | -9.6% | +3.3% |
| All | +2.4% | -3.1% | +5.6% | +3.3% |
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