-2.7%
VG vs FIGR
-28.7%
+26.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.1% | -1.4% | +4.7% |
| 7D | +15.1% | +22.8% | -7.7% | +14.9% |
| 30D | -4.2% | -5.8% | +1.6% | -4.1% |
| 3M | -3.1% | -16.3% | +13.2% | -3.3% |
| 6M | +0.3% | -35.0% | +35.3% | +1.5% |
| YTD | +95.5% | -37.1% | +132.6% | +88.3% |
| 1Y | +64.4% | -31.2% | +95.6% | +53.7% |
| All | -2.7% | -28.7% | +26.0% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling