-80.8%
FIG vs VTV
+27.6%
-108.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | -12.2% | -2.1% | -10.2% | -11.8% |
| 30D | -11.0% | -1.3% | -9.7% | -10.7% |
| 3M | +11.9% | +5.6% | +6.2% | +10.3% |
| 6M | -21.9% | +12.4% | -34.3% | -26.9% |
| YTD | -40.8% | +17.6% | -58.4% | -48.1% |
| 1Y | -56.6% | +23.5% | -80.1% | -63.1% |
| All | -80.8% | +27.6% | -108.4% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 5y: compounded portfolio wealth divided by compounded VTV 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…
5y analysis · Full analysis span regression · 6 months rolling