-52.0%
FIG vs VST
-24.4%
-27.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.1% | +3.9% | +2.7% |
| 7D | +3.4% | +6.6% | -3.2% | +3.8% |
| 30D | -9.5% | -12.4% | +2.9% | -11.1% |
| 3M | -26.2% | -9.0% | -17.2% | -27.2% |
| 6M | +2.7% | -6.4% | +9.1% | -1.0% |
| YTD | -48.0% | -17.2% | -30.8% | -48.1% |
| 1Y | -52.0% | -22.0% | -30.0% | -52.3% |
| All | -52.0% | -24.4% | -27.7% | -52.3% |
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