-83.9%
FIG vs VUG
+9.3%
-93.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.2% | -3.2% |
| 7D | -11.4% | -1.2% | -10.2% | -9.3% |
| 30D | -17.2% | -8.9% | -8.3% | -8.5% |
| 3M | -26.6% | -5.9% | -20.7% | -21.6% |
| 6M | -9.8% | -3.3% | -6.6% | -6.6% |
| YTD | -50.1% | +3.4% | -53.6% | -52.0% |
| 1Y | -58.1% | +1.9% | -60.0% | -58.8% |
| All | -83.9% | +9.3% | -93.1% | -84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling