-80.3%
FIG vs VTV
+28.9%
-109.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.8% | -4.9% | -5.5% |
| 7D | -16.4% | +0.3% | -16.7% | -16.4% |
| 30D | -2.3% | +0.1% | -2.5% | -2.4% |
| 3M | +7.8% | +6.2% | +1.6% | +6.2% |
| 6M | -21.8% | +13.5% | -35.3% | -27.0% |
| YTD | -39.1% | +18.9% | -58.0% | -46.8% |
| 1Y | -56.6% | +25.8% | -82.4% | -62.3% |
| All | -80.3% | +28.9% | -109.2% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling