-83.6%
FIG vs VG
-16.4%
-67.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | +1.7% |
| 7D | -14.3% | +5.5% | -19.8% | -14.4% |
| 30D | -13.6% | -3.6% | -10.0% | -13.7% |
| 3M | -23.7% | -4.0% | -19.7% | -23.8% |
| 6M | -5.4% | +9.4% | -14.8% | -6.0% |
| YTD | -49.2% | +86.6% | -135.9% | -51.0% |
| 1Y | -57.4% | +69.5% | -126.9% | -58.9% |
| All | -83.6% | -16.4% | -67.2% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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