+36.6%
VFC vs FIGR
-29.9%
+66.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.0% | +3.3% |
| 7D | +1.6% | +11.0% | -9.4% | +1.3% |
| 30D | +25.5% | +0.7% | +24.8% | +25.3% |
| 3M | +41.3% | -20.9% | +62.2% | +41.6% |
| 6M | +22.2% | -37.7% | +60.0% | +21.9% |
| YTD | +16.4% | -38.2% | +54.6% | +14.6% |
| 1Y | +38.4% | -27.1% | +65.5% | +36.6% |
| All | +36.6% | -29.9% | +66.6% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling