-13.4%
VFC vs FIGR
+6.3%
-19.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.4% | -8.3% | -2.0% |
| 7D | +0.8% | +13.5% | -12.7% | +0.5% |
| 30D | -11.9% | +33.7% | -45.6% | -12.7% |
| 3M | -20.2% | +37.3% | -57.5% | -20.9% |
| 6M | -23.0% | +25.5% | -48.5% | -23.5% |
| YTD | -26.2% | -6.3% | -19.9% | -27.9% |
| All | -13.4% | +6.3% | -19.7% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling