+23.6%
VRT vs FIG
-55.0%
+78.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.8% | -6.4% | -3.4% |
| 7D | +10.5% | +3.4% | +7.1% | +10.8% |
| 30D | -9.3% | -9.5% | +0.1% | -9.9% |
| 3M | -29.6% | -26.2% | -3.4% | -31.5% |
| 6M | -45.4% | +2.7% | -48.1% | -43.3% |
| YTD | +24.8% | -48.0% | +72.8% | +42.4% |
| 1Y | +23.6% | -52.0% | +75.7% | +48.1% |
| All | +23.6% | -55.0% | +78.6% | +48.1% |
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 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