+105.5%
VSH vs FIGR
+1.6%
+103.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.1% | -0.4% |
| 7D | +3.1% | +1.0% | +2.1% | +2.9% |
| 30D | -5.7% | +31.4% | -37.1% | -9.7% |
| 3M | -42.5% | +30.3% | -72.7% | -44.9% |
| 6M | +82.7% | -7.6% | +90.3% | +80.8% |
| YTD | +118.2% | -10.5% | +128.7% | +108.0% |
| All | +105.5% | +1.6% | +103.9% | +91.1% |
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