+87.0%
FGBI vs VT
+342.2%
-255.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.5% |
| 7D | +22.4% | -2.3% | +24.7% | +24.4% |
| 30D | +41.8% | -5.0% | +46.7% | +47.0% |
| 3M | +23.0% | -4.9% | +27.8% | +27.3% |
| 6M | +25.6% | -1.5% | +27.1% | +26.0% |
| YTD | +119.4% | +8.5% | +110.9% | +104.0% |
| 1Y | +107.1% | +11.4% | +95.7% | +88.5% |
| 3Y | +21.7% | +70.1% | -48.4% | -21.8% |
| 5Y | -36.3% | +53.7% | -90.0% | -56.2% |
| 10Y | +22.8% | +220.0% | -197.1% | -47.4% |
| All | +87.0% | +342.2% | -255.2% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling