-6.8%
VMC vs FIGR
-29.9%
+23.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.5% |
| 7D | -1.3% | +11.0% | -12.2% | -1.6% |
| 30D | +15.5% | +0.7% | +14.8% | +15.3% |
| 3M | +0.6% | -20.9% | +21.5% | +0.9% |
| 6M | +2.1% | -37.7% | +39.8% | +2.7% |
| YTD | -1.6% | -38.2% | +36.7% | -0.9% |
| 1Y | -1.2% | -27.1% | +25.9% | -0.9% |
| All | -6.8% | -29.9% | +23.2% | -6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling