+29.3%
V vs FIG
-52.3%
+81.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.2% | -1.4% | +3.4% |
| 7D | +9.0% | -4.7% | +13.6% | +9.3% |
| 30D | +18.1% | +0.5% | +17.5% | +17.9% |
| 3M | +18.3% | -18.4% | +36.7% | +19.5% |
| 6M | +34.1% | +10.9% | +23.2% | +31.3% |
| YTD | +25.2% | -40.8% | +66.0% | +28.0% |
| 1Y | +29.3% | -51.7% | +81.0% | +34.2% |
| All | +29.3% | -52.3% | +81.6% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 1y: compounded portfolio wealth divided by compounded FIG 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…
1y analysis · Full analysis span regression · 6 months rolling