-55.8%
FIG vs VUG
+15.8%
-71.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -3.8% |
| 7D | -16.3% | -0.1% | -16.2% | -16.2% |
| 30D | -14.3% | -0.3% | -14.0% | -13.9% |
| 3M | +7.2% | -0.7% | +7.8% | +8.7% |
| 6M | -18.6% | +14.6% | -33.2% | -33.3% |
| YTD | -35.5% | +9.0% | -44.5% | -41.1% |
| 1Y | -55.8% | +14.9% | -70.7% | -63.6% |
| All | -55.8% | +15.8% | -71.5% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling