-95.5%
FIGG vs VT
+16.3%
-111.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.6% | +4.9% | +3.0% |
| 7D | -26.9% | +0.4% | -27.3% | -24.3% |
| 30D | -31.0% | -2.6% | -28.4% | -26.1% |
| 3M | -42.2% | -3.2% | -39.0% | -37.8% |
| 6M | -43.4% | +0.9% | -44.3% | -42.7% |
| YTD | -86.9% | +11.3% | -98.2% | -89.8% |
| 1Y | -91.1% | +14.0% | -105.1% | -93.7% |
| All | -95.5% | +16.3% | -111.8% | -96.9% |
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