+47.2%
FG vs VT
+93.4%
-46.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +0.9% |
| 7D | +7.3% | -0.3% | +7.6% | +7.7% |
| 30D | +0.5% | -1.4% | +1.9% | +1.9% |
| 3M | -24.7% | -1.4% | -23.3% | -23.6% |
| 6M | -20.5% | +5.5% | -25.9% | -25.9% |
| YTD | -26.1% | +12.8% | -38.9% | -36.9% |
| 1Y | -22.5% | +15.4% | -37.9% | -35.6% |
| 3Y | -26.9% | +76.9% | -103.8% | -65.1% |
| All | +47.2% | +93.4% | -46.2% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 all: compounded portfolio wealth divided by compounded VT 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…
all analysis · Full analysis span regression · 6 months rolling