+52.3%
XOM vs FIGR
-3.1%
+55.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +0.3% |
| 7D | +4.1% | -3.0% | +7.1% | +4.0% |
| 30D | +4.6% | +13.7% | -9.1% | +5.2% |
| 3M | +14.0% | +23.9% | -9.9% | +15.1% |
| 6M | +11.0% | -8.4% | +19.4% | +11.6% |
| YTD | +40.7% | -14.6% | +55.3% | +40.5% |
| 1Y | +52.3% | +12.1% | +40.2% | +53.4% |
| All | +52.3% | -3.1% | +55.4% | +53.4% |
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 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