-3.5%
VG vs FIGR
-39.0%
+35.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | +1.7% |
| 7D | -22.0% | +5.3% | -27.3% | -21.1% |
| 30D | -11.6% | -17.9% | +6.3% | -14.4% |
| 3M | -14.9% | -20.5% | +5.7% | -17.3% |
| 6M | -3.5% | -40.2% | +36.7% | -6.7% |
| All | -3.5% | -39.0% | +35.5% | -6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling