+40.1%
VG vs FIGR
-34.3%
+74.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.9% | -5.6% | +2.5% |
| 7D | -8.3% | +12.5% | -20.8% | -8.0% |
| 30D | -10.3% | -14.1% | +3.8% | -10.5% |
| 3M | -10.8% | -14.3% | +3.5% | -11.3% |
| 6M | +3.5% | -34.8% | +38.3% | +3.7% |
| YTD | +74.0% | -40.0% | +113.9% | +64.2% |
| All | +40.1% | -34.3% | +74.5% | +26.5% |
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 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