+29.1%
FGBI vs VT
+217.6%
-188.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.9% |
| 7D | +23.5% | -0.1% | +23.6% | +23.4% |
| 30D | +55.8% | -3.1% | +58.8% | +59.8% |
| 3M | +54.5% | -3.5% | +58.0% | +58.8% |
| 6M | +39.2% | +0.5% | +38.8% | +37.2% |
| YTD | +142.7% | +10.8% | +132.0% | +117.9% |
| 1Y | +120.6% | +11.9% | +108.7% | +95.9% |
| 3Y | +49.1% | +73.0% | -23.9% | -15.0% |
| 5Y | -27.2% | +58.6% | -85.8% | -55.4% |
| 10Y | +29.1% | +219.2% | -190.0% | -54.8% |
| All | +29.1% | +217.6% | -188.5% | -54.8% |
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