-84.0%
FIG vs VCIT
+2.0%
-86.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.2% | -16.9% | -17.0% |
| 7D | -17.4% | +0.5% | -17.8% | -18.1% |
| 30D | -15.9% | +2.1% | -18.0% | -18.7% |
| 3M | -34.5% | -1.6% | -32.9% | -33.2% |
| 6M | -5.0% | -1.6% | -3.5% | -3.5% |
| YTD | -50.7% | -1.5% | -49.1% | -50.0% |
| 1Y | -58.1% | -0.4% | -57.7% | -58.4% |
| All | -84.0% | +2.0% | -86.0% | -86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling