-18.9%
FIGR vs VLTO
+11.8%
-30.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.6% |
| 7D | +11.0% | +1.0% | +10.0% | +11.2% |
| 30D | +0.7% | +17.5% | -16.8% | +4.1% |
| 3M | -20.9% | +21.4% | -42.3% | -17.9% |
| 6M | -37.7% | +38.1% | -75.9% | -34.4% |
| YTD | -38.2% | +19.0% | -57.3% | -33.2% |
| 1Y | -27.1% | +20.7% | -47.7% | -19.8% |
| All | -18.9% | +11.8% | -30.7% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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