-59.1%
FIG vs VST
-31.4%
-27.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +10.6% | -8.5% | +2.7% |
| 7D | -13.1% | -9.8% | -3.3% | -14.3% |
| 30D | -13.0% | -25.1% | +12.1% | -15.4% |
| 3M | -21.5% | -11.6% | -9.9% | -22.7% |
| 6M | -2.5% | -20.9% | +18.4% | -4.5% |
| YTD | -49.7% | -22.3% | -27.4% | -50.1% |
| 1Y | -59.1% | -32.0% | -27.1% | -58.5% |
| All | -59.1% | -31.4% | -27.7% | -58.5% |
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