-79.1%
FIG vs VT
+25.3%
-104.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.3% | -4.3% |
| 7D | -16.3% | +0.4% | -16.8% | -16.6% |
| 30D | -14.3% | +1.0% | -15.3% | -14.9% |
| 3M | +7.2% | +2.4% | +4.8% | +5.7% |
| 6M | -18.6% | +12.0% | -30.6% | -27.9% |
| YTD | -35.5% | +15.3% | -50.8% | -46.0% |
| 1Y | -55.8% | +22.6% | -78.4% | -64.7% |
| All | -79.1% | +25.3% | -104.5% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling