-33.9%
VST vs FIGR
-31.9%
-2.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +7.9% | -0.6% | +6.4% |
| 7D | -0.5% | +12.5% | -13.0% | -1.8% |
| 30D | -17.1% | -14.1% | -3.0% | -16.0% |
| 3M | -4.6% | -14.3% | +9.7% | -4.1% |
| 6M | -9.1% | -34.8% | +25.8% | -6.7% |
| YTD | -16.6% | -40.0% | +23.3% | -17.5% |
| 1Y | -29.5% | -32.9% | +3.5% | -32.6% |
| All | -33.9% | -31.9% | -2.0% | -37.8% |
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