-24.5%
FIGS vs VT
+69.0%
-93.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.1% |
| 7D | +12.2% | +2.9% | +9.3% | +7.3% |
| 30D | +26.0% | -2.5% | +28.5% | +31.8% |
| 3M | +57.3% | -3.3% | +60.6% | +66.9% |
| 6M | +97.0% | +1.5% | +95.5% | +90.4% |
| YTD | +99.6% | +11.4% | +88.3% | +61.5% |
| 1Y | +126.3% | +11.9% | +114.4% | +81.5% |
| 3Y | +268.8% | +73.9% | +194.9% | +27.2% |
| 5Y | -35.1% | +57.9% | -93.0% | -70.3% |
| All | -24.5% | +69.0% | -93.5% | -69.2% |
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