+47.4%
XOM vs FIGR
+6.3%
+41.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.7% | +1.0% |
| 7D | -2.4% | +13.5% | -15.9% | -1.9% |
| 30D | +5.7% | +33.7% | -28.0% | +7.0% |
| 3M | +6.6% | +37.3% | -30.8% | +8.1% |
| 6M | +7.7% | +25.5% | -17.9% | +8.9% |
| YTD | +36.2% | -6.3% | +42.5% | +36.4% |
| All | +47.4% | +6.3% | +41.1% | +49.0% |
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