+12.3%
VZ vs FIGR
-36.9%
+49.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.7% | -9.7% | -0.3% |
| 7D | +2.1% | +5.3% | -3.2% | +2.6% |
| 30D | +1.4% | -17.9% | +19.3% | +0.2% |
| 3M | -1.3% | -20.5% | +19.3% | -2.2% |
| 6M | -0.5% | -40.2% | +39.7% | -2.8% |
| YTD | +19.6% | -44.4% | +64.0% | +16.6% |
| 1Y | +22.4% | -36.3% | +58.7% | +20.1% |
| All | +12.3% | -36.9% | +49.2% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling