-80.3%
FIG vs VIG
+17.5%
-97.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.8% | -4.9% | -4.7% |
| 7D | -16.4% | -0.4% | -16.0% | -15.9% |
| 30D | -2.3% | -2.1% | -0.2% | +0.3% |
| 3M | +7.8% | +3.3% | +4.5% | +3.7% |
| 6M | -21.8% | +9.3% | -31.1% | -30.7% |
| YTD | -39.1% | +10.1% | -49.3% | -47.0% |
| 1Y | -56.6% | +14.7% | -71.4% | -62.2% |
| All | -80.3% | +17.5% | -97.8% | -81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling