+17.6%
FIGR vs VO
+12.4%
+5.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -2.1% |
| 7D | +1.0% | -2.5% | +3.5% | +6.5% |
| 30D | +31.4% | -3.2% | +34.6% | +41.0% |
| 3M | +30.3% | +3.9% | +26.4% | +21.6% |
| 6M | -7.6% | +9.6% | -17.3% | -22.4% |
| YTD | -10.5% | +11.6% | -22.0% | -28.4% |
| All | +17.6% | +12.4% | +5.2% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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