+21.7%
FGBI vs VT
+69.7%
-48.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.5% |
| 7D | +22.4% | -2.3% | +24.7% | +23.7% |
| 30D | +41.8% | -5.0% | +46.7% | +45.4% |
| 3M | +23.0% | -4.9% | +27.8% | +26.0% |
| 6M | +25.6% | -1.5% | +27.1% | +25.5% |
| YTD | +119.4% | +8.5% | +110.9% | +106.0% |
| 1Y | +107.1% | +11.4% | +95.7% | +91.3% |
| 3Y | +21.7% | +70.1% | -48.4% | -11.6% |
| All | +21.7% | +69.7% | -48.1% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling