+89.6%
VRT vs FIGR
-3.1%
+92.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.6% | +8.2% | +4.4% |
| 7D | -8.4% | -3.0% | -5.3% | -7.9% |
| 30D | -10.9% | +13.7% | -24.5% | -13.4% |
| 3M | -13.7% | +23.9% | -37.6% | -17.6% |
| 6M | -4.1% | -8.4% | +4.3% | -5.0% |
| YTD | +58.7% | -14.6% | +73.4% | +49.8% |
| 1Y | +89.6% | +12.1% | +77.5% | +69.4% |
| All | +89.6% | -3.1% | +92.8% | +69.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling