-25.3%
VST vs FIGR
+6.3%
-31.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.8% | +1.0% |
| 7D | +9.9% | +13.5% | -3.7% | +8.5% |
| 30D | +7.9% | +33.7% | -25.8% | +4.4% |
| 3M | +3.4% | +37.3% | -33.9% | -0.7% |
| 6M | -4.1% | +25.5% | -29.6% | -8.0% |
| YTD | -5.7% | -6.3% | +0.6% | -10.2% |
| All | -25.3% | +6.3% | -31.5% | -32.3% |
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