-83.2%
FIG vs VFC
+73.9%
-157.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +2.9% |
| 7D | -12.6% | +7.7% | -20.3% | -12.9% |
| 30D | -13.8% | +39.2% | -53.0% | -15.1% |
| 3M | -16.7% | +40.3% | -57.0% | -18.0% |
| 6M | -6.1% | +11.4% | -17.5% | -7.3% |
| YTD | -48.1% | +17.5% | -65.6% | -48.7% |
| 1Y | -56.2% | +45.9% | -102.0% | -56.4% |
| All | -83.2% | +73.9% | -157.1% | -81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling