-79.9%
FIG vs VTEB
+3.5%
-83.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +3.7% |
| 7D | -3.8% | -0.9% | -2.9% | -0.9% |
| 30D | -2.3% | -2.5% | +0.2% | +6.1% |
| 3M | +20.0% | -3.0% | +22.9% | +30.8% |
| 6M | -16.7% | -2.1% | -14.5% | -10.2% |
| YTD | -37.9% | -1.5% | -36.4% | -36.4% |
| 1Y | -58.5% | +0.2% | -58.7% | -61.2% |
| All | -79.9% | +3.5% | -83.4% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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