+37.9%
VRT vs FIG
-77.2%
+115.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.1% | +6.5% | +9.7% |
| 7D | -10.6% | -12.6% | +2.0% | -10.7% |
| 30D | -17.4% | -13.8% | -3.6% | -17.6% |
| 3M | -26.4% | -16.7% | -9.7% | -26.5% |
| 6M | -41.0% | -6.1% | -34.9% | -40.8% |
| YTD | +23.8% | -48.1% | +71.9% | +32.3% |
| 1Y | +11.6% | -56.2% | +67.8% | +21.7% |
| All | +37.9% | -77.2% | +115.0% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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