-84.0%
FIG vs VG
-23.9%
-60.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -4.0% | -12.7% | -16.6% |
| 7D | -17.4% | -22.0% | +4.6% | -17.1% |
| 30D | -15.9% | -14.7% | -1.2% | -15.8% |
| 3M | -34.5% | -7.1% | -27.4% | -34.5% |
| 6M | -5.0% | -11.2% | +6.1% | -5.4% |
| YTD | -50.7% | +69.8% | -120.5% | -52.3% |
| 1Y | -58.1% | +49.9% | -108.0% | -59.5% |
| All | -84.0% | -23.9% | -60.1% | -85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling