-52.0%
FIG vs VMC
-5.0%
-47.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +2.9% |
| 7D | +3.4% | -1.3% | +4.7% | +3.6% |
| 30D | -9.5% | +15.5% | -24.9% | -8.9% |
| 3M | -26.2% | +0.6% | -26.8% | -26.2% |
| 6M | +2.7% | +2.1% | +0.6% | +3.5% |
| YTD | -48.0% | -1.6% | -46.4% | -50.1% |
| 1Y | -52.0% | -1.2% | -50.9% | -55.0% |
| All | -52.0% | -5.0% | -47.1% | -55.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling