+50.0%
VG vs FIGR
-41.4%
+91.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | +0.3% |
| 7D | -22.0% | +5.3% | -27.3% | -21.9% |
| 30D | -11.6% | -17.9% | +6.3% | -11.9% |
| 3M | -14.9% | -20.5% | +5.7% | -15.5% |
| 6M | -3.5% | -40.2% | +36.7% | -3.3% |
| YTD | +70.0% | -44.4% | +114.3% | +59.9% |
| 1Y | +50.0% | -36.3% | +86.3% | +31.4% |
| All | +50.0% | -41.4% | +91.4% | +31.4% |
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