+13.1%
VT vs FIGR
-36.9%
+50.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.7% | -8.5% | -0.2% |
| 7D | -2.3% | +5.3% | -7.6% | -2.6% |
| 30D | -5.0% | -17.9% | +12.9% | -4.1% |
| 3M | -4.9% | -20.5% | +15.7% | -4.1% |
| 6M | -1.5% | -40.2% | +38.7% | +0.1% |
| YTD | +8.5% | -44.4% | +52.8% | +9.1% |
| 1Y | +11.4% | -36.3% | +47.7% | +10.9% |
| All | +13.1% | -36.9% | +50.0% | +13.1% |
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 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