-80.8%
FIG vs VT
+22.6%
-103.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.5% | +4.1% |
| 7D | -4.7% | -0.3% | -4.3% | -4.5% |
| 30D | +0.5% | -1.4% | +2.0% | +1.5% |
| 3M | -18.4% | -1.4% | -17.0% | -17.7% |
| 6M | +10.9% | +5.5% | +5.4% | +3.9% |
| YTD | -40.8% | +12.8% | -53.6% | -49.7% |
| 1Y | -51.7% | +15.4% | -67.1% | -60.8% |
| All | -80.8% | +22.6% | -103.5% | -84.1% |
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