-80.9%
FIG vs VTEB
+3.9%
-84.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -1.5% |
| 7D | -14.5% | -0.7% | -13.8% | -12.4% |
| 30D | -13.3% | -2.1% | -11.2% | -7.1% |
| 3M | +7.4% | -2.7% | +10.1% | +16.0% |
| 6M | -27.8% | -2.1% | -25.7% | -21.6% |
| YTD | -41.1% | -1.1% | -40.0% | -40.3% |
| 1Y | -58.7% | +1.3% | -60.0% | -63.5% |
| All | -80.9% | +3.9% | -84.8% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling