-83.2%
FIG vs VST
-35.7%
-47.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.3% | -4.2% | +3.4% |
| 7D | -12.6% | -0.5% | -12.1% | -13.1% |
| 30D | -13.8% | -17.1% | +3.3% | -15.0% |
| 3M | -16.7% | -4.6% | -12.1% | -17.5% |
| 6M | -6.1% | -9.1% | +3.0% | -8.3% |
| YTD | -48.1% | -16.6% | -31.5% | -48.5% |
| 1Y | -56.2% | -29.5% | -26.7% | -56.1% |
| All | -83.2% | -35.7% | -47.5% | -83.6% |
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