-35.3%
VST vs FIGR
-35.2%
-0.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.8% | +2.8% | -1.5% |
| 7D | -6.0% | +5.6% | -11.6% | -6.6% |
| 30D | -18.8% | -18.2% | -0.5% | -17.3% |
| 3M | -8.0% | -19.0% | +11.0% | -7.0% |
| 6M | -10.9% | -38.0% | +27.0% | -8.1% |
| YTD | -18.3% | -42.9% | +24.5% | -18.8% |
| 1Y | -29.9% | -37.9% | +8.0% | -32.3% |
| All | -35.3% | -35.2% | -0.1% | -38.7% |
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