-51.7%
FIG vs VFC
+52.5%
-104.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.4% | +0.8% | +4.8% |
| 7D | -4.7% | +21.5% | -26.1% | -6.4% |
| 30D | +0.5% | +46.7% | -46.1% | -2.9% |
| 3M | -18.4% | +38.4% | -56.8% | -20.7% |
| 6M | +10.9% | +15.2% | -4.3% | +8.4% |
| YTD | -40.8% | +17.8% | -58.6% | -42.3% |
| 1Y | -51.7% | +55.6% | -107.3% | -55.0% |
| All | -51.7% | +52.5% | -104.2% | -55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling