-16.6%
VFC vs FIGR
+1.6%
-18.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -1.5% |
| 7D | -3.3% | +1.0% | -4.3% | -3.3% |
| 30D | -14.0% | +31.4% | -45.4% | -14.7% |
| 3M | -22.6% | +30.3% | -52.8% | -23.2% |
| 6M | -24.7% | -7.6% | -17.1% | -25.7% |
| YTD | -29.0% | -10.5% | -18.5% | -30.5% |
| All | -16.6% | +1.6% | -18.2% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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