-39.8%
FIGR vs VCLT
-3.2%
-36.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.1% | +3.0% |
| 7D | -1.3% | +0.4% | -1.7% | -1.8% |
| 30D | -17.6% | +3.9% | -21.6% | -21.2% |
| 3M | -16.7% | -1.9% | -14.8% | -15.3% |
| 6M | -36.1% | -2.6% | -33.5% | -35.2% |
| YTD | -43.6% | -3.1% | -40.5% | -44.5% |
| 1Y | -39.8% | -3.6% | -36.3% | -41.3% |
| All | -39.8% | -3.2% | -36.6% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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