+3.6%
XLY vs FIGR
-41.8%
+45.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.2% | +0.1% | +4.1% |
| 7D | +6.1% | -1.3% | +7.4% | +6.1% |
| 30D | +10.8% | -17.6% | +28.4% | +11.6% |
| 3M | +3.6% | -16.7% | +20.4% | +4.2% |
| 6M | +4.4% | -36.1% | +40.5% | +5.7% |
| YTD | +3.1% | -43.6% | +46.7% | +3.6% |
| 1Y | +3.6% | -39.8% | +43.4% | +3.6% |
| All | +3.6% | -41.8% | +45.4% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling