+2.8%
XLU vs FIGR
+1.6%
+1.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.1% | -1.0% |
| 7D | -1.2% | +1.0% | -2.2% | -1.2% |
| 30D | -2.5% | +31.4% | -33.9% | -2.3% |
| 3M | -2.7% | +30.3% | -33.0% | -2.6% |
| 6M | -7.5% | -7.6% | +0.2% | -7.3% |
| YTD | +0.9% | -10.5% | +11.4% | +1.0% |
| All | +2.8% | +1.6% | +1.2% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling