-56.6%
FIG vs VMC
-13.8%
-42.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | -12.2% | -3.7% | -8.5% | -11.8% |
| 30D | -11.0% | -12.8% | +1.8% | -9.6% |
| 3M | +11.9% | -7.9% | +19.8% | +12.9% |
| 6M | -21.9% | -7.5% | -14.4% | -22.8% |
| YTD | -40.8% | -11.6% | -29.1% | -45.2% |
| 1Y | -56.6% | -14.3% | -42.4% | -58.7% |
| All | -56.6% | -13.8% | -42.9% | -58.7% |
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