-5.0%
FIG vs VCIT
-1.6%
-3.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.2% | -16.9% | -16.9% |
| 7D | -17.4% | +0.5% | -17.8% | -18.0% |
| 30D | -15.9% | +2.1% | -18.0% | -18.3% |
| 3M | -34.5% | -1.6% | -32.9% | -34.5% |
| 6M | -5.0% | -1.6% | -3.5% | -5.5% |
| All | -5.0% | -1.6% | -3.5% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 6mo: compounded portfolio wealth divided by compounded VCIT 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…
6mo analysis · Full analysis span regression · 6 months rolling