+146.1%
VLO vs FIGR
-29.9%
+176.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.3% |
| 7D | +9.6% | +11.0% | -1.3% | +9.6% |
| 30D | -17.4% | +0.7% | -18.1% | -17.3% |
| 3M | +10.8% | -20.9% | +31.7% | +10.9% |
| 6M | +56.9% | -37.7% | +94.7% | +58.0% |
| YTD | +136.8% | -38.2% | +175.0% | +133.2% |
| 1Y | +120.7% | -27.1% | +147.8% | +114.4% |
| All | +146.1% | -29.9% | +176.1% | +143.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling