-58.7%
FIG vs VUG
+13.3%
-72.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.7% |
| 7D | -14.5% | +0.1% | -14.5% | -14.5% |
| 30D | -13.3% | -1.7% | -11.6% | -11.4% |
| 3M | +7.4% | +2.8% | +4.6% | +3.0% |
| 6M | -27.8% | +13.6% | -41.4% | -40.3% |
| YTD | -41.1% | +8.1% | -49.2% | -45.7% |
| 1Y | -58.7% | +13.1% | -71.8% | -64.8% |
| All | -58.7% | +13.3% | -72.0% | -64.8% |
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