-80.9%
FIG vs VIG
+16.9%
-97.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -2.6% |
| 7D | -14.5% | -1.2% | -13.3% | -13.1% |
| 30D | -13.3% | -2.8% | -10.5% | -10.1% |
| 3M | +7.4% | +2.5% | +5.0% | +4.4% |
| 6M | -27.8% | +8.1% | -35.9% | -35.0% |
| YTD | -41.1% | +9.6% | -50.7% | -48.4% |
| 1Y | -58.7% | +14.2% | -72.9% | -63.7% |
| All | -80.9% | +16.9% | -97.8% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling