-52.0%
FIG vs VUG
+3.5%
-55.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.8% |
| 7D | +3.4% | +2.5% | +0.9% | +0.7% |
| 30D | -9.5% | -6.3% | -3.2% | -3.1% |
| 3M | -26.2% | -6.0% | -20.2% | -21.4% |
| 6M | +2.7% | -3.5% | +6.2% | +7.2% |
| YTD | -48.0% | +3.9% | -51.9% | -48.5% |
| 1Y | -52.0% | +5.1% | -57.2% | -53.3% |
| All | -52.0% | +3.5% | -55.5% | -53.3% |
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