-83.2%
FIG vs VG
-22.0%
-61.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +3.1% |
| 7D | -12.6% | -8.3% | -4.3% | -12.5% |
| 30D | -13.8% | -10.3% | -3.4% | -13.8% |
| 3M | -16.7% | -10.8% | -5.9% | -16.7% |
| 6M | -6.1% | +3.5% | -9.6% | -6.6% |
| YTD | -48.1% | +74.0% | -122.0% | -49.8% |
| 1Y | -56.2% | +48.9% | -105.1% | -57.7% |
| All | -83.2% | -22.0% | -61.2% | -84.8% |
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