-22.1%
FIGS vs VT
+70.1%
-92.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.1% | +3.4% | +2.6% |
| 7D | +6.7% | -0.7% | +7.4% | +8.3% |
| 30D | +31.9% | -1.7% | +33.7% | +36.2% |
| 3M | +64.0% | -2.3% | +66.3% | +70.9% |
| 6M | +96.0% | +1.5% | +94.5% | +89.5% |
| YTD | +106.0% | +12.0% | +93.9% | +64.8% |
| 1Y | +142.7% | +12.9% | +129.9% | +91.8% |
| 3Y | +280.5% | +74.9% | +205.5% | +29.9% |
| 5Y | -31.4% | +59.9% | -91.3% | -69.3% |
| All | -22.1% | +70.1% | -92.1% | -68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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