-38.4%
VST vs FIGR
-36.9%
-1.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +8.7% | +1.8% | +9.6% |
| 7D | -9.8% | +5.3% | -15.1% | -10.3% |
| 30D | -25.1% | -17.9% | -7.2% | -23.8% |
| 3M | -11.6% | -20.5% | +9.0% | -10.4% |
| 6M | -20.9% | -40.2% | +19.3% | -18.1% |
| YTD | -22.3% | -44.4% | +22.1% | -22.5% |
| 1Y | -32.0% | -36.3% | +4.3% | -34.8% |
| All | -38.4% | -36.9% | -1.5% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling