+115.8%
FGBI vs VT
+13.3%
+102.5%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | +15.8% | -0.7% | +16.5% | +15.8% |
| 30D | +56.2% | -1.7% | +57.9% | +56.9% |
| 3M | +55.2% | -2.3% | +57.5% | +56.4% |
| 6M | +43.3% | +1.5% | +41.8% | +40.2% |
| YTD | +144.2% | +12.0% | +132.2% | +121.6% |
| 1Y | +115.8% | +12.9% | +102.9% | +94.9% |
| All | +115.8% | +13.3% | +102.5% | +94.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling