+20.3%
FGBI vs VT
+221.8%
-201.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.1% |
| 7D | +5.2% | +2.4% | +2.8% | +3.0% |
| 30D | +55.3% | -1.5% | +56.8% | +57.1% |
| 3M | +49.2% | -4.1% | +53.3% | +54.3% |
| 6M | +36.0% | +0.6% | +35.4% | +33.9% |
| YTD | +130.8% | +11.0% | +119.8% | +106.7% |
| 1Y | +102.3% | +13.3% | +88.9% | +77.4% |
| 3Y | +37.9% | +73.4% | -35.5% | -21.5% |
| 5Y | -29.5% | +57.4% | -86.9% | -56.3% |
| All | +20.3% | +221.8% | -201.5% | -56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling