-79.9%
FIG vs VCLT
-0.4%
-79.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.7% | +4.7% |
| 7D | -3.8% | -1.4% | -2.5% | -2.6% |
| 30D | -2.3% | -1.2% | -1.1% | -1.2% |
| 3M | +20.0% | -4.8% | +24.7% | +24.5% |
| 6M | -16.7% | -2.6% | -14.1% | -15.5% |
| YTD | -37.9% | -3.3% | -34.6% | -35.9% |
| 1Y | -58.5% | -4.8% | -53.7% | -57.0% |
| All | -79.9% | -0.4% | -79.5% | -79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling