+32.5%
XME vs FIGR
-3.1%
+35.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.7% | -0.4% |
| 7D | -4.2% | -3.0% | -1.2% | -3.8% |
| 30D | -2.7% | +13.7% | -16.4% | -4.5% |
| 3M | -3.9% | +23.9% | -27.8% | -7.2% |
| 6M | -1.0% | -8.4% | +7.5% | -1.5% |
| YTD | +9.8% | -14.6% | +24.4% | +5.5% |
| 1Y | +32.5% | +12.1% | +20.5% | +23.4% |
| All | +32.5% | -3.1% | +35.7% | +23.4% |
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