+22.5%
FIGR vs VCLT
-3.3%
+25.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +14.9% | 0.0% | +14.8% | +14.8% |
| 30D | +32.3% | +0.1% | +32.2% | +32.4% |
| 3M | +34.8% | -2.9% | +37.7% | +35.0% |
| 6M | +16.8% | -4.0% | +20.7% | +13.0% |
| YTD | -6.7% | -2.2% | -4.4% | -8.3% |
| All | +22.5% | -3.3% | +25.8% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling