+64.9%
FG vs VT
+97.7%
-32.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +4.4% | +0.4% | +3.9% | +3.9% |
| 30D | -15.5% | +1.0% | -16.5% | -16.5% |
| 3M | -7.0% | +2.4% | -9.4% | -10.0% |
| 6M | +10.0% | +12.0% | -2.0% | -4.5% |
| YTD | -17.2% | +15.3% | -32.5% | -30.9% |
| 1Y | -26.6% | +22.6% | -49.2% | -43.5% |
| 3Y | -2.8% | +74.7% | -77.5% | -52.3% |
| All | +64.9% | +97.7% | -32.8% | -32.3% |
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