-34.0%
FIGS vs VT
+64.7%
-98.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.2% | -2.3% |
| 7D | -7.0% | -2.3% | -4.7% | -3.1% |
| 30D | +41.0% | -5.0% | +45.9% | +53.4% |
| 3M | +76.3% | -4.9% | +81.2% | +92.2% |
| 6M | +36.7% | -1.5% | +38.2% | +37.9% |
| YTD | +74.5% | +8.5% | +66.0% | +47.0% |
| 1Y | +163.6% | +11.4% | +152.2% | +112.1% |
| 3Y | +197.2% | +70.1% | +127.1% | +6.1% |
| 5Y | -53.7% | +53.7% | -107.4% | -77.9% |
| All | -34.0% | +64.7% | -98.6% | -72.0% |
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