-13.0%
VFC vs FIGR
-3.1%
-9.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.6% | +9.0% | +4.5% |
| 7D | -1.4% | -3.0% | +1.6% | -1.3% |
| 30D | -9.0% | +13.7% | -22.6% | -9.4% |
| 3M | -24.2% | +23.9% | -48.0% | -24.7% |
| 6M | -18.5% | -8.4% | -10.1% | -19.4% |
| YTD | -25.9% | -14.6% | -11.3% | -27.4% |
| 1Y | -13.0% | +12.1% | -25.1% | -11.6% |
| All | -13.0% | -3.1% | -9.8% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling