-83.6%
FIG vs VIG
+23.7%
-107.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | +2.6% | +3.1% | -0.5% | -2.3% |
| 30D | -13.1% | +5.0% | -18.1% | -17.6% |
| 3M | -20.3% | +2.7% | -23.0% | -22.3% |
| 6M | -2.1% | +11.0% | -13.1% | -13.3% |
| YTD | -49.4% | +16.0% | -65.3% | -58.3% |
| 1Y | -57.0% | +16.3% | -73.3% | -64.9% |
| All | -83.6% | +23.7% | -107.3% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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