-80.3%
FIG vs VFC
+9.2%
-89.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.9% | -3.8% | -5.6% |
| 7D | -16.4% | +0.8% | -17.2% | -16.4% |
| 30D | -2.3% | -11.9% | +9.6% | -1.8% |
| 3M | +7.8% | -20.2% | +28.0% | +8.5% |
| 6M | -21.8% | -23.0% | +1.1% | -21.0% |
| YTD | -39.1% | -26.2% | -12.9% | -38.6% |
| 1Y | -56.6% | -13.3% | -43.3% | -56.6% |
| All | -80.3% | +9.2% | -89.5% | -77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling