-83.6%
FIG vs VCLT
+0.3%
-83.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.6% |
| 7D | -14.3% | -0.6% | -13.7% | -13.7% |
| 30D | -13.6% | +2.8% | -16.4% | -16.0% |
| 3M | -23.7% | -0.4% | -23.3% | -23.7% |
| 6M | -5.4% | -3.1% | -2.3% | -3.4% |
| YTD | -49.2% | -2.7% | -46.6% | -48.1% |
| 1Y | -57.4% | -3.7% | -53.7% | -56.2% |
| All | -83.6% | +0.3% | -83.9% | -83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling