-12.4%
FGBI vs VOO
+325.3%
-337.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -4.0% |
| 7D | -6.9% | -0.8% | -6.1% | -6.3% |
| 30D | -5.2% | -1.1% | -4.2% | -4.5% |
| 3M | -24.9% | +3.9% | -28.8% | -27.6% |
| 6M | -4.9% | +13.6% | -18.6% | -15.4% |
| YTD | +48.4% | +12.7% | +35.7% | +33.2% |
| 1Y | -2.8% | +17.6% | -20.3% | -15.8% |
| 3Y | -24.3% | +77.3% | -101.6% | -55.6% |
| 5Y | -47.1% | +84.1% | -131.2% | -71.1% |
| All | -12.4% | +325.3% | -337.6% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 10y: compounded portfolio wealth divided by compounded VOO 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…
10y analysis · Full analysis span regression · 6 months rolling