+92.9%
VRT vs FIG
-71.6%
+164.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.4% | +8.7% | +4.2% |
| 7D | +9.1% | -16.3% | +25.4% | +8.7% |
| 30D | +0.9% | -14.3% | +15.2% | +0.8% |
| 3M | -13.4% | +7.2% | -20.5% | -12.3% |
| 6M | +11.7% | -18.6% | +30.3% | +15.8% |
| YTD | +73.2% | -35.5% | +108.7% | +85.8% |
| 1Y | +123.4% | -55.8% | +179.2% | +151.2% |
| All | +92.9% | -71.6% | +164.5% | +127.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling