-56.9%
FIG vs VIG
+13.2%
-70.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -2.4% |
| 7D | -14.5% | -1.2% | -13.3% | -12.8% |
| 30D | -13.3% | -2.8% | -10.5% | -9.2% |
| 3M | +7.4% | +2.5% | +5.0% | +3.4% |
| 6M | -27.8% | +8.1% | -35.9% | -36.9% |
| YTD | -41.1% | +9.6% | -50.7% | -51.1% |
| All | -56.9% | +13.2% | -70.1% | -67.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling