-84.0%
FIG vs VST
-45.8%
-38.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -6.2% | -10.5% | -17.0% |
| 7D | -17.4% | -19.9% | +2.5% | -18.6% |
| 30D | -15.9% | -29.7% | +13.7% | -17.7% |
| 3M | -34.5% | -19.6% | -14.9% | -35.5% |
| 6M | -5.0% | -29.4% | +24.4% | -6.7% |
| YTD | -50.7% | -29.7% | -20.9% | -51.4% |
| 1Y | -58.1% | -40.0% | -18.1% | -58.3% |
| All | -84.0% | -45.8% | -38.2% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling