+23.0%
FIGR vs VCLT
-3.1%
+26.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.5% | +6.4% |
| 7D | +13.5% | +0.3% | +13.2% | +13.3% |
| 30D | +33.7% | -0.6% | +34.3% | +34.2% |
| 3M | +37.3% | -2.2% | +39.6% | +37.4% |
| 6M | +25.5% | -2.9% | +28.4% | +22.3% |
| YTD | -6.3% | -2.1% | -4.2% | -8.1% |
| All | +23.0% | -3.1% | +26.1% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling