-83.6%
FIG vs VMC
+8.1%
-91.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | -14.3% | -4.3% | -10.0% | -13.9% |
| 30D | -13.6% | +16.2% | -29.8% | -13.3% |
| 3M | -23.7% | -0.8% | -22.9% | -24.0% |
| 6M | -5.4% | +1.2% | -6.6% | -5.6% |
| YTD | -49.2% | +0.5% | -49.7% | -50.6% |
| 1Y | -57.4% | -2.9% | -54.4% | -58.6% |
| All | -83.6% | +8.1% | -91.7% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling