-80.3%
FIG vs VMC
-2.0%
-78.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -1.6% | -4.0% | -5.8% |
| 7D | -16.4% | -0.5% | -15.8% | -16.4% |
| 30D | -2.3% | -9.1% | +6.8% | -2.8% |
| 3M | +7.8% | -4.1% | +12.0% | +8.1% |
| 6M | -21.8% | -5.5% | -16.3% | -22.8% |
| YTD | -39.1% | -8.9% | -30.2% | -40.8% |
| 1Y | -56.6% | -12.9% | -43.7% | -59.4% |
| All | -80.3% | -2.0% | -78.3% | -74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling