+21.0%
VRT vs FIG
-57.2%
+78.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +18.6% | +2.6% | +16.0% | +18.8% |
| 30D | -11.7% | -13.1% | +1.4% | -12.5% |
| 3M | -27.3% | -20.3% | -6.9% | -28.3% |
| 6M | -42.9% | -2.1% | -40.8% | -41.2% |
| YTD | +29.5% | -49.4% | +78.9% | +50.6% |
| 1Y | +21.0% | -57.0% | +78.0% | +52.2% |
| All | +21.0% | -57.2% | +78.3% | +52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling