-56.3%
FIG vs VFC
+42.4%
-98.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +2.7% |
| 7D | -12.6% | +7.7% | -20.3% | -13.3% |
| 30D | -13.8% | +39.2% | -53.0% | -17.1% |
| 3M | -16.7% | +40.3% | -57.0% | -20.0% |
| 6M | -6.1% | +11.4% | -17.5% | -8.0% |
| YTD | -48.1% | +17.5% | -65.6% | -50.2% |
| All | -56.3% | +42.4% | -98.7% | -61.0% |
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