-51.7%
FIG vs VST
-35.7%
-16.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -13.8% | +19.1% | +3.5% |
| 7D | -4.7% | -15.7% | +11.1% | -6.4% |
| 30D | +0.5% | -17.0% | +17.5% | -1.4% |
| 3M | -18.4% | -15.9% | -2.5% | -19.8% |
| 6M | +10.9% | -25.0% | +35.9% | +8.7% |
| YTD | -40.8% | -25.1% | -15.7% | -41.4% |
| 1Y | -51.7% | -34.9% | -16.8% | -52.0% |
| All | -51.7% | -35.7% | -16.0% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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