-28.1%
FIGS vs VT
+68.9%
-97.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.6% | +6.3% | +4.5% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | +36.8% | -2.6% | +39.4% | +43.2% |
| 3M | +51.3% | -3.2% | +54.6% | +60.2% |
| 6M | +85.6% | +0.9% | +84.6% | +81.1% |
| YTD | +90.0% | +11.3% | +78.7% | +53.7% |
| 1Y | +152.4% | +14.0% | +138.4% | +95.8% |
| 3Y | +268.3% | +75.8% | +192.4% | +24.2% |
| 5Y | -46.3% | +57.8% | -104.1% | -75.4% |
| All | -28.1% | +68.9% | -97.1% | -70.7% |
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