-8.1%
FGBI vs VT
+221.4%
-229.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.8% |
| 7D | -1.6% | +1.0% | -2.6% | -2.4% |
| 30D | -14.8% | -0.2% | -14.6% | -14.7% |
| 3M | -16.4% | +4.5% | -21.0% | -20.2% |
| 6M | -4.8% | +14.1% | -18.8% | -16.5% |
| YTD | +52.7% | +14.8% | +37.9% | +33.3% |
| 1Y | -3.9% | +21.2% | -25.1% | -20.2% |
| 3Y | -20.3% | +76.6% | -96.9% | -54.9% |
| 5Y | -45.6% | +66.6% | -112.2% | -68.0% |
| 10Y | -8.1% | +222.3% | -230.4% | -69.4% |
| All | -8.1% | +221.4% | -229.5% | -69.4% |
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