-80.8%
FIG vs VMC
-4.9%
-75.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -12.2% | -3.7% | -8.5% | -12.4% |
| 30D | -11.0% | -12.8% | +1.8% | -11.6% |
| 3M | +11.9% | -7.9% | +19.8% | +11.7% |
| 6M | -21.9% | -7.5% | -14.4% | -22.9% |
| YTD | -40.8% | -11.6% | -29.1% | -42.5% |
| 1Y | -56.6% | -14.3% | -42.4% | -57.5% |
| All | -80.8% | -4.9% | -75.9% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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