-84.0%
FIG vs VT
+17.6%
-101.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -4.1% | -12.6% | -13.0% |
| 7D | -17.4% | -4.2% | -13.2% | -13.7% |
| 30D | -15.9% | -5.8% | -10.1% | -11.2% |
| 3M | -34.5% | -5.2% | -29.2% | -31.1% |
| 6M | -5.0% | +0.1% | -5.2% | -5.8% |
| YTD | -50.7% | +8.2% | -58.9% | -56.3% |
| 1Y | -58.1% | +10.1% | -68.2% | -64.1% |
| All | -84.0% | +17.6% | -101.7% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 3y: compounded portfolio wealth divided by compounded VT 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…
3y analysis · Full analysis span regression · 6 months rolling