-52.0%
FIGS vs VT
+75.1%
-127.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.1% | -5.1% |
| 7D | -6.5% | +0.4% | -6.9% | -7.2% |
| 30D | +32.1% | +1.0% | +31.1% | +30.2% |
| 3M | +23.2% | +2.4% | +20.9% | +17.3% |
| 6M | -15.0% | +12.0% | -27.0% | -31.5% |
| YTD | +26.9% | +15.3% | +11.6% | -3.5% |
| 1Y | +111.1% | +22.6% | +88.5% | +43.9% |
| 3Y | +131.8% | +74.7% | +57.2% | -19.7% |
| 5Y | -67.6% | +66.1% | -133.7% | -86.4% |
| All | -52.0% | +75.1% | -127.0% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling