+54.7%
VRT vs FIGR
-28.7%
+83.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.1% | -4.6% | +0.3% |
| 7D | +18.6% | +22.8% | -4.2% | +14.0% |
| 30D | -11.7% | -5.8% | -5.9% | -10.9% |
| 3M | -27.3% | -16.3% | -11.0% | -25.8% |
| 6M | -42.9% | -35.0% | -7.9% | -39.9% |
| YTD | +29.5% | -37.1% | +66.6% | +28.4% |
| 1Y | +21.0% | -31.2% | +52.2% | +16.5% |
| All | +54.7% | -28.7% | +83.4% | +45.2% |
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