-79.9%
FIG vs VIG
+17.2%
-97.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +3.9% |
| 7D | -3.8% | -1.1% | -2.7% | -2.4% |
| 30D | -2.3% | -2.7% | +0.4% | +1.2% |
| 3M | +20.0% | +2.5% | +17.4% | +16.5% |
| 6M | -16.7% | +9.2% | -25.9% | -26.1% |
| YTD | -37.9% | +9.8% | -47.8% | -45.7% |
| 1Y | -58.5% | +12.4% | -70.9% | -64.7% |
| All | -79.9% | +17.2% | -97.1% | -81.5% |
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