-95.9%
FIGG vs VT
+15.8%
-111.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.5% | -8.1% | -7.8% |
| 7D | -25.0% | -0.1% | -24.9% | -21.6% |
| 30D | -36.9% | -3.1% | -33.8% | -31.9% |
| 3M | -55.1% | -3.5% | -51.6% | -51.2% |
| 6M | -48.2% | +0.5% | -48.7% | -47.2% |
| YTD | -88.0% | +10.8% | -98.8% | -90.6% |
| 1Y | -92.0% | +11.9% | -103.9% | -94.0% |
| All | -95.9% | +15.8% | -111.7% | -97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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