-83.6%
FIG vs VST
-35.9%
-47.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.9% |
| 7D | -14.3% | +10.9% | -25.2% | -14.0% |
| 30D | -13.6% | -15.6% | +2.0% | -14.8% |
| 3M | -23.7% | -7.8% | -16.0% | -24.5% |
| 6M | -5.4% | -12.0% | +6.6% | -7.2% |
| YTD | -49.2% | -16.9% | -32.3% | -49.7% |
| 1Y | -57.4% | -25.1% | -32.3% | -57.4% |
| All | -83.6% | -35.9% | -47.6% | -84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling