-83.6%
FIG vs VFC
+71.9%
-155.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | -14.3% | -1.4% | -12.9% | -14.2% |
| 30D | -13.6% | +30.7% | -44.3% | -14.7% |
| 3M | -23.7% | +40.6% | -64.4% | -24.9% |
| 6M | -5.4% | +16.5% | -21.9% | -6.7% |
| YTD | -49.2% | +16.2% | -65.4% | -49.8% |
| 1Y | -57.4% | +42.4% | -99.8% | -57.6% |
| All | -83.6% | +71.9% | -155.5% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling