-80.3%
FIG vs VUG
+14.7%
-95.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.3% | -5.3% |
| 7D | -16.4% | +0.9% | -17.2% | -17.1% |
| 30D | -2.3% | -1.4% | -0.9% | -0.7% |
| 3M | +7.8% | +2.3% | +5.5% | +4.8% |
| 6M | -21.8% | +15.7% | -37.5% | -35.4% |
| YTD | -39.1% | +8.6% | -47.7% | -44.4% |
| 1Y | -56.6% | +14.1% | -70.7% | -60.6% |
| All | -80.3% | +14.7% | -95.1% | -81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling