+32.3%
VFC vs FIGR
-28.7%
+61.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.1% | -9.1% | -3.1% |
| 7D | -1.4% | +22.8% | -24.3% | -2.0% |
| 30D | +24.6% | -5.8% | +30.4% | +24.6% |
| 3M | +38.4% | -16.3% | +54.8% | +38.5% |
| 6M | +15.3% | -35.0% | +50.3% | +14.9% |
| YTD | +12.7% | -37.1% | +49.9% | +11.0% |
| 1Y | +32.7% | -31.2% | +63.9% | +31.3% |
| All | +32.3% | -28.7% | +61.0% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling