+69.5%
VG vs FIGR
-34.7%
+104.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.6% | +1.9% | +5.6% |
| 7D | +5.5% | +5.1% | +0.4% | +5.7% |
| 30D | -3.6% | -15.0% | +11.4% | -3.9% |
| 3M | -4.0% | -13.1% | +9.1% | -4.6% |
| 6M | +9.4% | -37.9% | +47.3% | +9.6% |
| YTD | +86.6% | -40.8% | +127.4% | +77.7% |
| 1Y | +69.5% | -33.1% | +102.6% | +52.9% |
| All | +69.5% | -34.7% | +104.2% | +52.9% |
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