+24.7%
V vs FIG
-77.1%
+101.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +1.1% |
| 7D | +0.9% | +3.4% | -2.5% | +0.7% |
| 30D | +9.0% | -9.5% | +18.4% | +9.5% |
| 3M | +16.7% | -26.2% | +42.9% | +18.4% |
| 6M | +33.4% | +2.7% | +30.7% | +32.4% |
| YTD | +22.4% | -48.0% | +70.3% | +23.9% |
| 1Y | +27.7% | -52.0% | +79.7% | +29.4% |
| All | +24.7% | -77.1% | +101.8% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling