-80.9%
FIG vs VO
+14.9%
-95.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.4% | -2.5% |
| 7D | -14.5% | -0.6% | -13.9% | -13.9% |
| 30D | -13.3% | -1.9% | -11.4% | -11.7% |
| 3M | +7.4% | +3.3% | +4.2% | +4.1% |
| 6M | -27.8% | +9.7% | -37.5% | -35.5% |
| YTD | -41.1% | +12.6% | -53.7% | -49.4% |
| 1Y | -58.7% | +13.6% | -72.4% | -63.8% |
| All | -80.9% | +14.9% | -95.8% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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