-79.1%
FIG vs VG
-5.0%
-74.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -3.9% | -4.4% |
| 7D | -16.3% | +1.7% | -18.0% | -16.3% |
| 30D | -14.3% | +16.0% | -30.3% | -14.5% |
| 3M | +7.2% | +9.7% | -2.6% | +6.4% |
| 6M | -18.6% | +29.6% | -48.2% | -20.0% |
| YTD | -35.5% | +112.0% | -147.5% | -37.8% |
| 1Y | -55.8% | +12.8% | -68.6% | -57.9% |
| All | -79.1% | -5.0% | -74.1% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling